Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle estimation of the memory parameter in presence of deterministic components |
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Local Whittle estimation of the memory parameter in presence of deterministic components (English)
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22 February 2011
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long memory
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persistence
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break
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deterministic trend
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