GARTFIMA process and its empirical spectral density based estimation

DOI10.1080/02664763.2023.2249270MaRDI QIDQ6604252

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Publication date: 12 September 2024

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics (62-XX)

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