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Parameter estimation for infinite variance fractional ARIMA

Piotr Kokoszka, Murad S. Taqqu
DOI: 10.1214/aos/1069362302
The Annals of Statistics

Data up to Jan 2025

Published1996
Citations116
References0
Fields
MathematicsBusinessMaterials scienceBiologyApplied mathematicsStatisticsEconometrics

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