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Estimation of spectral functionals for Levy-driven continuous-time linear models with tapered data

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Bibliographic Details
Published in:Electronic journal of statistics 2019-01, Vol.13 (1)
Main Authors: Ginovyan, Mamikon S., Sahakyan, Artur A.
Format: Article
Language:English
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ISSN:1935-7524
1935-7524
DOI:10.1214/18-EJS1525