Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (Q2759336)
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English | Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency |
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Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (English)
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12 December 2001
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asymptotic theory
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long-range dependence
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spectral density
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fractional Riesz-Bessel motion
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second-order intermittency
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