Adaptive estimation of the fractional differencing coefficient (Q5950041)
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scientific article; zbMATH DE number 1679510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the fractional differencing coefficient |
scientific article; zbMATH DE number 1679510 |
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Adaptive estimation of the fractional differencing coefficient (English)
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10 March 2003
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fractional differencing
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Gaussian processes
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log-periodogram regression
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minimax estimation
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adaptive estimation
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