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Modelling long-term dependence in measurement errors of plutonium concentration

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Abstract

In this paper the fractional differenced autoregressive-moving average (ARMA) model is applied in order to model the long-term dependence of plutonium concentration measurements of a physical process, and its performance is compared with that of the common ARMA model using a frequency domain based bootstrap approach.

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Authors and Affiliations

  1. Institut für Quantitative Methoden Fachgebiet Statistik und Wirtschaftsmathematik, Technische Universität Berlin, Sekr. FR 6-4 Franklinstr. 28/29, FB 20, D-1000, Berlin 10, F.R.G.

    E. Paparoditis

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  1. E. Paparoditis
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Paparoditis, E. Modelling long-term dependence in measurement errors of plutonium concentration. Statistical Papers 33, 159–170 (1992). https://doi.org/10.1007/BF02925321

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  • DOI: https://doi.org/10.1007/BF02925321

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