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Statistical inference of spectral estimation for continuous-time MA processes with finite second moments - MaRDI portal

Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929)

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Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
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    Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (English)
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    26 March 2014
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    continuous-time
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    lag-window spectral density estimator
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    Lévy process
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    MA process
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    periodogram
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    spectral density
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