Regulated fractionally integrated processes
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Publication:5397975
DOI10.1111/jtsa.12036zbMath1282.62205OpenAlexW1872172298MaRDI QIDQ5397975
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/12867
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: hypothesis testing (62M07)
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