Preliminary estimation of ARFIMA models (Q3297948)

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Preliminary estimation of ARFIMA models
scientific article

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    title
    Preliminary estimation of ARFIMA models (English)
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    author
    Marcella Corduas
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    published in
    COMPSTAT
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    publication date
    21 July 2020
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    zbMATH DE Number
    7223378
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    zbMATH Keywords
    long memory
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    ARFIMA models
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    preliminary estimate
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    OpenAlex ID
    W1001117789
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