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Estimation of the ARFIMA (p, d, q) fractional differencing...

Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique

Ellis, Craig
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Volume:
8
Year:
1999
Language:
english
DOI:
10.1016/S1057-5219(99)00005-8
File:
PDF, 1017 KB
english, 1999
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