WHY FARIMA MODELS ARE BRITTLE (Q2865149)

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WHY FARIMA MODELS ARE BRITTLE
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    WHY FARIMA MODELS ARE BRITTLE (English)
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    28 November 2013
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    FARIMA
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    fractionally differenced process
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    self-similarity
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    fractional Gaussian noise
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    long-range dependence
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    Hurst parameter
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