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Latest revision as of 11:17, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | No label defined |
scientific article |
Statements
18 May 2007
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decorrelation property
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spectral density
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time series
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FGN
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fractional autoregressive integrated moving average
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FARIMA
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long-range dependence
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fractional Gaussian noise
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Hurst exponent
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