Computation of the autocovariances for time series with multiple long-range persistencies (Q1659057): Difference between revisions

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+A note on calculating autocovariances of long‐memory processes
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+An exponential model for the spectrum of a scalar time series
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+Time series: theory and methods.
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+Fractional differencing
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+Asymptotic theory of cepstral random fields
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+Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
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