Publication:4874059
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zbMath0842.62069MaRDI QIDQ4874059
Publication date: 4 August 1996
functional limit theorems; spectral density; a posteriori procedures; generalized fractionally differenced sequences; generalized Kolmogorov-Smirnov type statistics; infinite symmetric peaks; short/long-memory time series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62L10: Sequential statistical analysis
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