Estimation of the fractionally differencing parameter with the R/S method (Q1350272)
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scientific article; zbMATH DE number 983958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the fractionally differencing parameter with the R/S method |
scientific article; zbMATH DE number 983958 |
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Estimation of the fractionally differencing parameter with the R/S method (English)
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27 February 1997
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Long-term dependence
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Adjusted rescaled range
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ARFIMA
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