Detecting long-range dependence in non-stationary time series (Q527089)

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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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