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Deterministic versus stochastic seasonal fractional integration and structural breaks.
Guglielmo Maria Caporale
Juncal Cunado
Luis A. Gil-Alana
Published in:
Stat. Comput. (2012)
Keyphrases
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stochastic optimization problems
stochastic methods
structural information
learning algorithm
data integration
data fusion
monte carlo
short term
learning automata
stochastic optimization
case study
stochastic model