Consistent order selection for ARFIMA processes (Q2148974)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent order selection for ARFIMA processes |
scientific article |
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Consistent order selection for ARFIMA processes (English)
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24 June 2022
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ARFIMA models
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Bayesian information criterion
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conditional heteroscedastic errors
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long memory and nonstationary time series
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order selection
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