The average periodogram for nonstationary vector time series (Q5933674)

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scientific article; zbMATH DE number 1599674
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The average periodogram for nonstationary vector time series
scientific article; zbMATH DE number 1599674

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    The average periodogram for nonstationary vector time series (English)
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    17 August 2001
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    fractional Brownian motion
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    non-stationary processes
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    averaged periodogram
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