Time Domain Estimation of Long Range Dependence (Q4239549)

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scientific article; zbMATH DE number 1278935
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Time Domain Estimation of Long Range Dependence
scientific article; zbMATH DE number 1278935

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    Time Domain Estimation of Long Range Dependence (English)
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    13 June 2000
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    time domain
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    fractionally differenced ARIMA models
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    mean square error
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