A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703): Difference between revisions

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Latest revision as of 12:36, 24 May 2024

scientific article; zbMATH DE number 887334
Language Label Description Also known as
English
A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
scientific article; zbMATH DE number 887334

    Statements

    A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (English)
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    18 September 1996
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    long memory Gegenbauer autoregressive moving-average process
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    fractionally integrated process
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    simulations
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    fractional differencing
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    persistent cycles
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    GARMA process
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    conditional sum of squares method
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    maximum likelihood estimation
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    sunspot data
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    US inflation rates
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