Local Whittle estimation in time-varying long memory series (Q6962068)
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scientific article; zbMATH DE number 8061305
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| English | Local Whittle estimation in time-varying long memory series |
scientific article; zbMATH DE number 8061305 |
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Local Whittle estimation in time-varying long memory series (English)
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9 July 2025
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long memory
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local Whittle estimation
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local stationarity
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time-varying parameter
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