Estimation of fractional integration in the presence of data noise (Q1019941)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional integration in the presence of data noise |
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Estimation of fractional integration in the presence of data noise (English)
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29 May 2009
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fractional integration
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long memory
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outliers
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measurement errors
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structural change
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