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Long memory estimation for complex-valued time series |
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| Authors: | Knight Marina I. Nunes Matthew A. |
| Affiliation: | 1.Department of Mathematics, University of York, Heslington, York, YO10 5DD, UK ;2.Department of Mathematics and Statistics, Fylde College, Lancaster University, Lancaster, LA1 4YF, UK ; |
| Abstract: | Statistics and Computing - Long memory has been observed for time series across a multitude of fields, and the accurate estimation of such dependence, for example via the Hurst exponent, is crucial... |
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