On continuous-time autoregressive fractionally integrated moving average processes (Q605852): Difference between revisions

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Latest revision as of 12:00, 3 July 2024

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On continuous-time autoregressive fractionally integrated moving average processes
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    On continuous-time autoregressive fractionally integrated moving average processes (English)
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    15 November 2010
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    antipersistence
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    autocovariance
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    fractional Brownian motion
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    long memory
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    spectral density
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