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Q4206266 - MaRDI portal

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scientific article; zbMATH DE number 4126536
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scientific article; zbMATH DE number 4126536

    Statements

    1988
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    ARIMA (0,d,0) process
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    difference equations
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    periodogram
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    spectral
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    density estimator
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    mean square consistent estimator of the degree of differencing
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    fractionally differenced noise processes
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    simulation study
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    Identifiers