A general law of precise asymptotics for long memory processes (Q3462972)
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scientific article; zbMATH DE number 6531383
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| English | A general law of precise asymptotics for long memory processes |
scientific article; zbMATH DE number 6531383 |
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15 January 2016
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moving-average process
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long memory process
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fractionally integrated process
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precise asymptotics
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0.907862424850464
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0.8252033591270447
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0.812141478061676
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