Kristoufek, L.: Mixed-correlated ARFIMA processes for power-law cross-correlations
Author(s): | prof. PhDr. Ladislav Krištoufek Ph.D., |
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Type: | Article in collection |
Year: | 2013 |
Number: | 0 |
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Published in: | Proceedings to 31st International Conference on Mathematical Methods in Economics 2013, pp. 464-469 PDF (whole conference proceedings) |
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