Humbert generalized fractional differenced ARMA processes (Q6177839)

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scientific article; zbMATH DE number 7733080
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Humbert generalized fractional differenced ARMA processes
scientific article; zbMATH DE number 7733080

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    Humbert generalized fractional differenced ARMA processes (English)
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    31 August 2023
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    stationary processes
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    spectral density
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    singular spectrum
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    seasonal long memory
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    Gegenbauer processes
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    Humbert polynomials
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