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Short range vs long range dependence. An hyppothesis test based on Fractional Iterated Ornstein--Uhlenbeck processes. (arXiv:2112.10958v1 [math.ST]) http://arxiv.org/abs/2112.10958
Short range vs long range dependence. An hyppothesis test based on Fractional Iterated Ornstein--Uhlenbeck processes. (arXiv:2112.10958v1 [math.ST]) http://arxiv.org/abs/2112.10958