An efficient estimator for locally stationary Gaussian long-memory processes (Q605935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient estimator for locally stationary Gaussian long-memory processes |
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An efficient estimator for locally stationary Gaussian long-memory processes (English)
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15 November 2010
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nonstationarity
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local stationarity
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long-range dependence
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Whittle estimation
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consistency
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asymptotic normality
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efficiency
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