ARFIMA processes and outliers: a weighted likelihood approach

Published 2010 View Full Article

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Title
ARFIMA processes and outliers: a weighted likelihood approach
Authors
Keywords
-
Journal
JOURNAL OF APPLIED STATISTICS
Volume 37, Issue 9, Pages 1569-1584
Publisher
Informa UK Limited
Online
2010-09-08
DOI
10.1080/02664760903093609

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