Parameter estimation in low order fractionally differenced ARMA processes (Q1263210)

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Parameter estimation in low order fractionally differenced ARMA processes
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    Parameter estimation in low order fractionally differenced ARMA processes (English)
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    1989
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    long memory
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    spectral density
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    regression type estimators
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    fractionally differenced ARMA (p,q) process
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    approximate maximum likelihood estimators
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    ARIMA (0,d,0) processes
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    ARIMA (1,d,1) processes
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