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Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

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rtime-seriestime-series-analysiswaveletwaveletsstatistics

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Estimation of Hurst parameter of a fractional Gaussian noise on the basis of the modified Whittle maximum likelihood estimator in presence of outliers or an additive noise

rtime-seriestime-series-analysiswaveletwaveletsstatistics

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