Burn-in selection in simulating stationary time series (Q6554246)

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scientific article; zbMATH DE number 7863996
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English
Burn-in selection in simulating stationary time series
scientific article; zbMATH DE number 7863996

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    Burn-in selection in simulating stationary time series (English)
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    12 June 2024
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    exact simulations
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    fractionally integrated autoregressive moving average models
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    long-memory time series
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