Detecting long-range dependence for time-varying linear models (Q6565331)

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scientific article; zbMATH DE number 7874427
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    Detecting long-range dependence for time-varying linear models
    scientific article; zbMATH DE number 7874427

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      Detecting long-range dependence for time-varying linear models (English)
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      2 July 2024
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      locally stationary process
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      long-range dependence
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      spurious long memory
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      time-varying models
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