The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of tapering on the semiparametric estimators for nonstationary long memory processes |
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The effect of tapering on the semiparametric estimators for nonstationary long memory processes (English)
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14 September 2009
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long-range dependence
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order of tapering
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semiparametric estimators
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Monte Carlo study
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