On the memory of products of long range dependent time series (Q1672905)
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scientific article; zbMATH DE number 6934848
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| English | On the memory of products of long range dependent time series |
scientific article; zbMATH DE number 6934848 |
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On the memory of products of long range dependent time series (English)
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11 September 2018
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long memory
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products of time series
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squared time series
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fractional cointegration
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0.7512803673744202
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0.7354597449302673
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