Estimating the fractionally integrated process in the presence of measurement errors (Q1292338)
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scientific article; zbMATH DE number 1306087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the fractionally integrated process in the presence of measurement errors |
scientific article; zbMATH DE number 1306087 |
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Estimating the fractionally integrated process in the presence of measurement errors (English)
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21 June 1999
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differencing parameter
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fractionally integrated model
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measurement error
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