Invariance principles for tempered fractionally integrated processes (Q1615896)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance principles for tempered fractionally integrated processes |
scientific article |
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Invariance principles for tempered fractionally integrated processes (English)
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31 October 2018
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invariance principle
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tempered linear process
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autoregressive fractionally integrated moving average
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tempered fractional stable/Brownian motion
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tempered fractional unit root distribution
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