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1904.10114
Cited By
Seasonal FIEGARCH Processes
23 April 2019
Silvia R.C. Lopes
T. S. Prass
AI4TS
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Papers citing
"Seasonal FIEGARCH Processes"
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Title
A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation
J. Stein
Silvia R.C. Lopes
A. V. Medino
40
1
0
13 Aug 2021
1
