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Long-Memory Time Series:Theory and Methods
Department of Statistics PUC
Long-Memory Time Series: Theory and Methods Wiley Series in Probability and Statistics Hardcover: 304 pages Publisher: Wiley-Interscience March 2007 ISBN-10: 0470114029 ISBN-13: 978-0470114025
Data
Nile River Data
Tree Ring Data
Copper Price Data
Funtions
Arfima MLE (Splus)
Whittle Method (Splus version)
Whittle Method (R version)
Data
