Fitting non-Gaussian persistent data (Q2862418): Difference between revisions

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Latest revision as of 02:11, 7 July 2024

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Fitting non-Gaussian persistent data
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    Fitting non-Gaussian persistent data (English)
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    15 November 2013
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    ARFIMA models
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    conditional variance
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    long-range dependence
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    persistence
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    quasi-maximum likelihood
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    prediction
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