Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series (Q2784955)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series |
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Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series (English)
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24 April 2002
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long-memory parameter
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least squares estimation
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mean square error
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asymptotic expansions
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time series
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spectral density
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