A Gini Autocovariance Function for Time Series Modelling (Q3452743)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gini Autocovariance Function for Time Series Modelling |
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A Gini Autocovariance Function for Time Series Modelling (English)
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13 November 2015
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autocovariance function
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linear time series
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nonlinear autoregressive
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Pareto
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heavy tails
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Gini covariance
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