A comparison of techniques of estimation in long-memory processes. (Q1128623)

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A comparison of techniques of estimation in long-memory processes.
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    A comparison of techniques of estimation in long-memory processes. (English)
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    13 August 1998
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    Fractional Gaussian noise
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    Fractional ARIMA(p,d,q) processes
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    Estimation
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    Long-range dependence
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