{'fraction_non_alphanumeric': 0.022727272727272728, 'fraction_numerical': 0.006493506493506494, 'mean_word_length': 5.855555555555555, 'pattern_counts': {'":': 0, '<': 0, '<?xml version=': 0, '>': 0, 'https://': 0, 'lorem ipsum': 0, 'www.': 0, 'xml': 0}, 'pii_count': 0, 'substrings_counts': 0, 'word_list_counts': {'cursed_substrings.json': 0, 'profanity_word_list.json': 0, 'sexual_word_list.json': 0, 'zh_pornsignals.json': 0}}
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency

This paper considers the case where a stochastic process may display both long‐range dependence and second‐order intermittency. The existence of such a process is established in Anh, Angulo and Ruiz‐Medina (1999). We systematically study the estimation of parameters involved in the spectral density function of a process with long‐range dependence and second‐order intermittency. An estimation procedure for the parameters is given. Numerical results are presented to support the estimation procedure proposed in this paper.