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scientific article; zbMATH DE number 2199141
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scientific article; zbMATH DE number 2199141

    Statements

    author
    Tina Marquardt
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    Peter J. Brockwell
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    publication date
    25 August 2005
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    zbMATH Keywords
    Continuous-time ARMA process
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    Lévy process
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    stochastic volatility
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    long memory
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    fractional integration
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    Identifiers

    zbMATH DE Number
    2199141
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