Fitting non-Gaussian persistent data (Q2862418): Difference between revisions
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Revision as of 08:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting non-Gaussian persistent data |
scientific article |
Statements
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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