A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized ARFIMA process with Markov-switching fractional differencing parameter |
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A generalized ARFIMA process with Markov-switching fractional differencing parameter (English)
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27 October 2009
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Markov chain
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ARFIMA process
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Viterbi algorithm
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long memory
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