Note on AR(1)-characterisation of stationary processes and model fitting
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VTeX
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Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference8 articles.
1. ARCH model with fractional Brownian motion;Stat. Probab. Lett.,2018
2. Fractional Ornstein-Uhlenbeck processes;Electron. J. Probab.,2003
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