Inference of seasonal long-memory aggregate time series (Q1932238)

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Inference of seasonal long-memory aggregate time series
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    Inference of seasonal long-memory aggregate time series (English)
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    17 January 2013
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    asymptotic normality
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    consistency
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    seasonal auto-regressive fractionally integrated moving-average models
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    spectral density
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    spectral maximum likelihood estimator
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    Whittle likelihood
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