Local asymptotic normality for a periodically time varying long memory parameter (Q5081036)
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scientific article; zbMATH DE number 7535572
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| English | Local asymptotic normality for a periodically time varying long memory parameter |
scientific article; zbMATH DE number 7535572 |
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Local asymptotic normality for a periodically time varying long memory parameter (English)
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1 June 2022
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PtvARFIMA
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local asymptotic normality
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fractionally process
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simulation
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time-varying long-memory parameter
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