Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837): Difference between revisions

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+LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
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+An introduction to volatility models with indices
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+Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
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