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Volumn 15, Issue 1, 2009, Pages 178-194

On continuous-time autoregressive fractionally integrated moving average processes

Author keywords

Antipersistence; Autocovariance; Fractional Brownian motion; Long memory; Spectral density

Indexed keywords


EID: 62749084528     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/08-BEJ143     Document Type: Article
Times cited : (23)

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