Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
| Autor: | Graves, Timothy, Franzke, Christian L.E., Watkins, Nicholas W., Gramacy, Robert B., Tindale, Elizabeth |
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| Zdroj: | In Physica A: Statistical Mechanics and its Applications 1 May 2017 473:60-71 |
| Databáze: | ScienceDirect |
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