Semiparametric estimation in perturbed long memory series (Q1010559)

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scientific article; zbMATH DE number 5540549
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Semiparametric estimation in perturbed long memory series
scientific article; zbMATH DE number 5540549

    Statements

    Semiparametric estimation in perturbed long memory series (English)
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    6 April 2009
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    perturbed long memory
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    stochastic volatility
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    semiparametric estimation
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