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scientific article; zbMATH DE number 2199141
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| English | No label defined |
scientific article; zbMATH DE number 2199141 |
Statements
25 August 2005
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Continuous-time ARMA process
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Lévy process
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stochastic volatility
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long memory
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fractional integration
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0.8827208876609802
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0.873250424861908
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0.863602340221405
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0.8380818963050842
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