Mean and autocovariance function estimation near the boundary of stationarity (Q527991)

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scientific article; zbMATH DE number 6714727
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Mean and autocovariance function estimation near the boundary of stationarity
scientific article; zbMATH DE number 6714727

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    Mean and autocovariance function estimation near the boundary of stationarity (English)
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    12 May 2017
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    asymptotic normality
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    integrated periodogram
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    linear process
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    local to unity
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    localizing coefficient
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