Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (Q3605051)

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Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
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    Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (English)
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    19 February 2009
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    nonstationary long memory
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    time-varying fractional integration
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    partial sums
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    self-similar processes
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    asymptotically stationary increments
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