SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528): Difference between revisions

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+Q5560061
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+Long memory continuous time models
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+Long memory in continuous-time stochastic volatility models
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+Q5544740
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+Efficient parameter estimation for self-similar processes
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+Tests for Hurst effect
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Continuous-time fractional ARMA processes
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