Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092)
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scientific article; zbMATH DE number 5510807
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| English | Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application |
scientific article; zbMATH DE number 5510807 |
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Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (English)
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24 February 2009
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ARFIMA\((p,d,q)\) process
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fractional Gaussian noise
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0.8365518450737
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0.830762505531311
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0.8269912004470825
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0.8269727230072021
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0.8251524567604065
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