Estimation of seasonal fractionally integrated processes (Q959186)
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scientific article; zbMATH DE number 5381587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of seasonal fractionally integrated processes |
scientific article; zbMATH DE number 5381587 |
Statements
Estimation of seasonal fractionally integrated processes (English)
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11 December 2008
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fractional differencing
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long memory
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maximum-likelihood estimates
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periodogram regression
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seasonality
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