A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (Q2229814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model |
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A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model (English)
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18 February 2021
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time series
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fractional differencing
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long memory
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SARFIMA
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seasonality
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