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Not all estimators are born equal: The empirical properties of some estimators of long memory.
William S. Rea
Les Oxley
Marco Reale
Jennifer Brown
Published in:
Math. Comput. Simul. (2013)
Keyphrases
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asymptotic properties
variance reduction
gradient estimators
von mises
database
data mining
structural properties
analytical expressions
data sets
information retrieval
artificial intelligence
knowledge base
multiscale
desirable properties
rates of convergence
robust estimators