Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (Q2742773): Difference between revisions

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Revision as of 08:17, 5 March 2024

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Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach
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    Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (English)
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    23 September 2001
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    fractional filters
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    generalized fractional processes
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    invariance principle
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    seasonal long-memory
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    alpha-stable linear processes
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