Seasonal misspecification in the context of fractionally integrated univariate time series (Q1408470)

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scientific article; zbMATH DE number 1984640
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English
Seasonal misspecification in the context of fractionally integrated univariate time series
scientific article; zbMATH DE number 1984640

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    Seasonal misspecification in the context of fractionally integrated univariate time series (English)
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    22 September 2003
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    fractional integration
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    seasonality
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    long memory
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