Ouyou toukeigaku
Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
Long-memory Models in Time Series Analysis
Yoshihiro YAJIMA
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Keywords: Fractional Brownian motion, Fractional differencing, Linear model
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1994 Volume 23 Issue 1 Pages 1-19

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[in Japanese]
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© By Japanese Society of Applied Statistics
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