Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223): Difference between revisions

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Latest revision as of 19:02, 9 July 2024

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Statistical analysis of autoregressive fractionally integrated moving average models in R
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    Statistical analysis of autoregressive fractionally integrated moving average models in R (English)
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    27 February 2015
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    ARFIMA models
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    long-memory time series
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    Whittle estimation
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    exact variance matrix
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    impulse response functions
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    forecasting
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    R
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