How close is a fractional process to a random walk with drift? (Q1695665): Difference between revisions

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+W2033483666
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+Long memory processes and fractional integration in econometrics
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+Long memory relationships and the aggregation of dynamic models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+A Suggested Statistical Model of some Time Series which occur in Nature
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+Publication:1695665