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Consistency conjecture for the generalized Hermite-process spectral density estimator
Let $Z(x,t)$ satisfy Condition B and the previous assumptions, and let $F_q({\Greekmath 0115}_m)$ and $\widehat{F}_q({\Greekmath 0115}_m)$ be the corresponding population and sampl…
openfractional-cointegration long-memory-processes spectral-estimation
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Consistency conjecture for the generalized Hermite-process spectral density estimator