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source:"econis"
~isPartOf:"Computational economics"
~isPartOf:"Risks : open access journal"
~person:"Péguin-Feissolle, Anne"
~subject:"Risikomanagement"
~subject:"Statistische Verteilung"
~subject:"Sterblichkeit"
~subject:"Stochastischer Prozess"
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Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
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