A maximal moment inequality for long range dependent time series with applications to estimation and model selection (Q3427554)
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scientific article; zbMATH DE number 5134983
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| English | A maximal moment inequality for long range dependent time series with applications to estimation and model selection |
scientific article; zbMATH DE number 5134983 |
Statements
20 March 2007
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autoregressive fractionally integrated moving average
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convergence system
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long-range dependence
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maximal inequality
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model selection
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strong consistency
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0.8126137256622314
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0.7950530052185059
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0.7771085500717163
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0.7702892422676086
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0.7695855498313904
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