Adaptive estimation of the fractional differencing coefficient (Q5950041)

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scientific article; zbMATH DE number 1679510
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Adaptive estimation of the fractional differencing coefficient
scientific article; zbMATH DE number 1679510

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    Adaptive estimation of the fractional differencing coefficient (English)
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    10 March 2003
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    fractional differencing
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    Gaussian processes
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    log-periodogram regression
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    minimax estimation
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    adaptive estimation
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