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scientific article; zbMATH DE number 854953
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scientific article; zbMATH DE number 854953

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    23 June 1996
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    long range dependence
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    self similarity parameter
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    semiparametric estimation
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    optimal bandwidth choice
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    ARFIMA models
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    time series
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    smooth spectrum
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    fractional ARIMA models
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    data-dependent approximations
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