GARTFIMA process and its empirical spectral density based estimation
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Cites work
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- Inverse tempered stable subordinators
- ON GENERALIZED FRACTIONAL PROCESSES
- Parameter estimation for ARTFIMA time series
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- The asymptotic theory of linear time-series models
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- Time series forecasting methods for the Baltic Dry Index
- Why do we sometimes get nonsense-correlations between time-series? A study sampling and the nature of time-series.
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