The Periodogram of fractional processes1
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Publication:5430501
DOI10.1111/j.1467-9892.2006.00527.xzbMath1164.62063OpenAlexW2112052334MaRDI QIDQ5430501
Publication date: 16 December 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/4369
Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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- On defining long-range dependence
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
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