Detecting long-range dependence in non-stationary time series (Q527089)
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English | Detecting long-range dependence in non-stationary time series |
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Detecting long-range dependence in non-stationary time series (English)
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16 May 2017
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spectral density
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long-memory
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non-stationary processes
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goodness-of-fit tests
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empirical spectral measure
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integrated periodogram
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locally stationary process
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approximating models
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