Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application |
scientific article |
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Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (English)
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24 February 2009
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ARFIMA\((p,d,q)\) process
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fractional Gaussian noise
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