Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345): Difference between revisions

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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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