Comparing the bias and misspecification in ARFIMA models (Q4367891)

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scientific article; zbMATH DE number 1093212
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Comparing the bias and misspecification in ARFIMA models
scientific article; zbMATH DE number 1093212

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    Comparing the bias and misspecification in ARFIMA models (English)
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    5 March 1998
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    autoregressive fractional integrated moving-average models
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    ARFIMA
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    bias
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