Minimum distance estimation of ARFIMA processes (Q2361199)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation of ARFIMA processes |
scientific article |
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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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