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Showing 1 to 1 of 1 for “"non-nested model selection"”.
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Detection of long-range dependence : applications in climatology and hydrology
… about the system, or it is too complex for the model parameters to be identified. In such situations it is beneficial to regard certain influences as random, and describe them with stochastic processes. In this thesis I focus on such a description with linear stochastic processes of the FARIMA …