Long memory and long run variation (Q2628841)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory and long run variation |
scientific article |
Statements
Long memory and long run variation (English)
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18 July 2016
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asymptotic expansion
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autocovariance function
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fractional pole
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Fourier integral
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generalized function
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long memory
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long range dependence
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singularity
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