An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257)
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English | An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) |
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An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (English)
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24 March 2009
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Cramér-von Mises test
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fractionally integrated process
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long memory
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spectral distribution
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