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scientific article; zbMATH DE number 795280
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scientific article; zbMATH DE number 795280

    Statements

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    13 December 1995
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    long-range dependence
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    overdifferencing
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    Box-Jenkins autoregressive integrated moving average models
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    time series
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    differencing
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    fractional differences
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    approximate maximum likelihood
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    Box-Jenkins ARIMA processes
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    fractional ARIMA processes
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    confidence interval
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    algorithm
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    ARMA parameters
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    Identifiers