Consistent estimation of the memory parameter for nonlinear time series (Q3440757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of the memory parameter for nonlinear time series |
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Consistent estimation of the memory parameter for nonlinear time series (English)
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29 May 2007
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local Whittle estimator
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semiparametric estimation
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rate of convergence
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