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Alternative estimators of long-range dependence
Viviana Fernandez
Business School
Research output
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Contribution to journal
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Article
›
peer-review
8
Scopus citations
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INIS
range
100%
fluctuations
100%
data
75%
maximum-likelihood fit
75%
monte carlo method
50%
dfa
50%
size
25%
modifications
25%
applications
25%
power
25%
values
25%
sampling
25%
gold
25%
Mathematics
Range Dependence
100%
Moving Average
100%
Maximum Likelihood
75%
Periodogram
75%
Wavelet
50%
Monte Carlo
50%
Concludes
25%
Parametric
25%
Autoregressive Moving
25%
High Power
25%
Economics, Econometrics and Finance
Smoothing Technique
100%
ARMA Model
33%
Agricultural and Biological Sciences
Monte Carlo Method
100%
Keyphrases
Semiparametric Methods
25%
ARMA(1,1)
25%