Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362)

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Mixed-correlated ARFIMA processes for power-law cross-correlations
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    Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
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    11 September 2018
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    power-law cross-correlations
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    long-term memory
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    econophysics
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