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Latest revision as of 12:11, 14 June 2024

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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    THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (English)
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    1983
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    estimation
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    long memory time series models
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    fractional differencing
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    spectral density
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    simple integrated series
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    general integrated series
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    general fractional Gaussian noise
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    simulation study
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    asymptotic results
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    economic time series
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