Note on convergence rates of semiparametric estimators of dependence index (Q1372856)
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scientific article; zbMATH DE number 1082928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on convergence rates of semiparametric estimators of dependence index |
scientific article; zbMATH DE number 1082928 |
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Note on convergence rates of semiparametric estimators of dependence index (English)
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4 November 1997
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autocovariance
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long-memory time series
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stationary process
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Gaussian process
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short-range dependence
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semiparametric estimation
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Hurst constant
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long-range dependence
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0.9170332
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0.8743157
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0.8733479
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0.8721166
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