Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955): Difference between revisions

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scientific article; zbMATH DE number 6412970
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Inference of Seasonal Long‐memory Time Series with Measurement Error
scientific article; zbMATH DE number 6412970

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    Inference of Seasonal Long‐memory Time Series with Measurement Error (English)
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    9 March 2015
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    measurement error
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    model uncertainty
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    seasonal autoregressive fractionally integrated moving-average models
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    spectral maximum likelihood estimator
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