Statistical analysis of autoregressive fractionally integrated moving average models in R (Q2259223)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of autoregressive fractionally integrated moving average models in R |
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Statistical analysis of autoregressive fractionally integrated moving average models in R (English)
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27 February 2015
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ARFIMA models
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long-memory time series
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Whittle estimation
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exact variance matrix
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impulse response functions
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forecasting
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R
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