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György Inzelt


Active since 2011

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Professional Interests: Econometrics, Macroeconomics, Financial Econometrics

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ARFIMA(p,d,q) estimator
Maximum likelihood estimators of stationary univariate ARFIMA(p,d,q) processes.

13 years ago | 11 downloads |

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ARFIMA(p,d,q) goodness-of-fit test
Goodness of fit test for post-validating fitted ARFIMA(p,d,q)processes

13 years ago | 2 downloads |

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