ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (Q2890703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY |
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ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY (English)
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11 June 2012
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time series
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heavy tails
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fractional Brownian motion
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unit root testing
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