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Publication:3537743
zbMath1149.60310MaRDI QIDQ3537743
Publication date: 10 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
long memoryforecastingrobust estimationARFIMA modelsFIGARCH modelsSARFIMA modelssemiparametric and parametric estimation
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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