On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673)
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English | On the properties of the periodogram of a stationary long-memory process over different epochs with applications |
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On the properties of the periodogram of a stationary long-memory process over different epochs with applications (English)
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22 February 2011
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long-memory time series
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spectral estimation
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periodogram regression
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averaged periodogram
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stationarity test
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