Fractional differencing (Q3915870)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional differencing |
scientific article |
Statements
Fractional differencing (English)
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1981
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autoregressive integrated moving-average process
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fractional differencing
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long-term persistence
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time series
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ARMA processes
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fractional Brownian motion
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