Parameter estimation for infinite variance fractional ARIMA

DOI10.1214/aos/1069362302zbMath0896.62092OpenAlexW2051218871MaRDI QIDQ1354498

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Publication date: 6 October 1998

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362302

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