A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Time series: theory and methods.
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+A note on calculating the autocovariances of the fractionally integrated ARMA models
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+Q3671491
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+Long memory relationships and the aggregation of dynamic models
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+On estimation of a regression model with long-memory stationary errors
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+Asymptotic properties of the LSE in a regression model with long-memory stationary errors
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