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Asymptotic normality of wavelet estimators of the memory parameter for linear processes - MaRDI portal

Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662)

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Asymptotic normality of wavelet estimators of the memory parameter for linear processes
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    Asymptotic normality of wavelet estimators of the memory parameter for linear processes (English)
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    22 February 2011
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    spectral analysis
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    wavelet analysis
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    long-range dependence
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    semiparametric estimation
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