On continuous-time autoregressive fractionally integrated moving average processes
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Publication:605852
DOI10.3150/08-BEJ143zbMath1200.62111arXiv0902.1403MaRDI QIDQ605852
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.1403
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Uses Software
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