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Publication:3746737
zbMath0607.62111MaRDI QIDQ3746737
Publication date: 1986
Full work available at URL: https://eudml.org/doc/28174
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
covariance functionperiodogramstationary processspectral densityhydrological time seriesseasonal fractionally differenced white noiseseasonal persistent processtime series models with a long memory
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
- Long memory relationships and the aggregation of dynamic models
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Fractional Brownian Motions, Fractional Noises and Applications
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