WHY FARIMA MODELS ARE BRITTLE (Q2865149): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Importer (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1203.6140 / rank
 
Normal rank

Latest revision as of 10:13, 19 April 2024

scientific article
Language Label Description Also known as
English
WHY FARIMA MODELS ARE BRITTLE
scientific article

    Statements

    WHY FARIMA MODELS ARE BRITTLE (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 November 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    FARIMA
    0 references
    fractionally differenced process
    0 references
    self-similarity
    0 references
    fractional Gaussian noise
    0 references
    long-range dependence
    0 references
    Hurst parameter
    0 references
    0 references