Minimum distance estimation of ARFIMA processes (Q2361199): Difference between revisions

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Revision as of 01:01, 14 July 2024

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Minimum distance estimation of ARFIMA processes
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    Minimum distance estimation of ARFIMA processes (English)
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    30 June 2017
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    autocorrelation
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    fractional noise
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    fractional filtering
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    long-memory
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    missing data
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    non-Gaussian processes
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