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Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets

✍ Scribed by Y.K. Tse; V.V. Anh; Q. Tieng

Book ID
108453337
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
49 KB
Volume
59
Category
Article
ISSN
0378-4754

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