Asymptotics for duration-driven long range dependent processes (Q289190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for duration-driven long range dependent processes |
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Asymptotics for duration-driven long range dependent processes (English)
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27 May 2016
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long memory
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heavy tails
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sample autocovariances
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discrete Fourier transform
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