Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345): Difference between revisions
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scientific article
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English | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation |
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Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (English)
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27 January 2006
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ARFIMA
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Bootstrap
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Forecasting
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GARCH
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Maximum Likelihood
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Modified Profile Likelihood
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