Strictly stationary solutions of ARMA equations with fractional noise (Q5397934)

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scientific article; zbMATH DE number 6261438
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Strictly stationary solutions of ARMA equations with fractional noise
scientific article; zbMATH DE number 6261438

    Statements

    Strictly stationary solutions of ARMA equations with fractional noise (English)
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    25 February 2014
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    ARMA with fractional noise
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    ARIMA
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    strict stationarity
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    infinite variance
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    Identifiers