The approximation of long-memory processes by an ARMA model

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Veröffentlicht in:Journal of forecasting
1. Verfasser: Basak, Gopal K. (VerfasserIn)
Weitere Verfasser: Chan, Ngai Hang (VerfasserIn), Palma, Wilfredo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2001
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