Listar Artículos de revista DE - ES Aldizkari artikuluak por tema "Fractional process"
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Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
We consider truncated (or conditional) sum-of-squares estimation of a parametric fractional time series model with an additive deterministic structure. The latter consists of both a drift term and a generalized power law ...