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ARMA model
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Derivat
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Modulus asymmetric FILog-GARCH
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data-driven smoothing
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dual long memory
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estimation of derivatives
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implementation in R
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long memory
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smootslm package
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trend-stationary dual long memory
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FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
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An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
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