Abstract
For a realization of length n from a covariance stationary discrete time process with spectral density which behaves like λ1-2 H as λ→0+ for 1/2
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APA
Robinson, P. M. (1994). Rates of convergence and optimal spectral bandwidth for long range dependence. Probability Theory and Related Fields, 99(3), 443–473. https://doi.org/10.1007/BF01199901
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