Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209)

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scientific article; zbMATH DE number 7004027
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Maximum likelihood estimators of a long-memory process from discrete observations
scientific article; zbMATH DE number 7004027

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    Maximum likelihood estimators of a long-memory process from discrete observations (English)
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    21 January 2019
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    long-memory processes
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    maximum likelihood estimation
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    asymptotic analysis
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    Malliavin calculus
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