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Log-average periodogram estimator of the memory parameter - MaRDI portal

Log-average periodogram estimator of the memory parameter

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Publication:6207747

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arXiv0712.0814MaRDI QIDQ6207747

Valdério Anselmo Reisen, Glaura C. Franco, Philippe Soulier, Eric Moulines

Publication date: 5 December 2007

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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