Fractional differencing in discrete time (Q5746753)

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scientific article; zbMATH DE number 6256469
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Fractional differencing in discrete time
scientific article; zbMATH DE number 6256469

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    Fractional differencing in discrete time (English)
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    8 February 2014
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    time series analysis
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    commodity prices
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    computational finance
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    empirical time series analysis
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    wavelets
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