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WAvelet System Prediction [Jiang, Z., Sharma, A., & Johnson, F. (2020). Refining Predictor Spectral Representation Using Wavelet Theory for Improved Natural System Modeling. Water Resources Research, 56(3), e2019WR026962.]
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