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Latest revision as of 10:13, 19 April 2024
scientific article
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English | WHY FARIMA MODELS ARE BRITTLE |
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WHY FARIMA MODELS ARE BRITTLE (English)
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28 November 2013
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FARIMA
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fractionally differenced process
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self-similarity
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fractional Gaussian noise
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long-range dependence
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Hurst parameter
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