Long memory and long run variation (Q2628841): Difference between revisions

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Revision as of 11:21, 3 February 2024

scientific article
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Long memory and long run variation
scientific article

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    Long memory and long run variation (English)
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    18 July 2016
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    asymptotic expansion
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    autocovariance function
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    fractional pole
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    Fourier integral
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    generalized function
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    long memory
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    long range dependence
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    singularity
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    Identifiers

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