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Nonparametric estimation of the kernel function of symmetric stable moving average random functions - MaRDI portal

Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436)

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Nonparametric estimation of the kernel function of symmetric stable moving average random functions
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    Nonparametric estimation of the kernel function of symmetric stable moving average random functions (English)
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    20 July 2021
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    high-frequency observations
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    moving average random function
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    self-normalized periodogram
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    stable random function
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