On continuous-time autoregressive fractionally integrated moving average processes (Q605852)
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scientific article
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| English | On continuous-time autoregressive fractionally integrated moving average processes |
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On continuous-time autoregressive fractionally integrated moving average processes (English)
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15 November 2010
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antipersistence
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autocovariance
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fractional Brownian motion
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long memory
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spectral density
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0.8228034973144531
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0.809553325176239
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