"Identification of the order of a fractionally differenced ARMA model."

Johan Lyhagen (1999)

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DOI: 10.1007/PL00022709

access: closed

type: Journal Article

metadata version: 2020-07-27

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Johan Lyhagen:
Identification of the order of a fractionally differenced ARMA model. Comput. Stat. 14(2): 161-169 (1999)

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