Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529): Difference between revisions

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+Q3827448
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+Estimating the differencing parameter via the partial autocorrelation function
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Q5812325
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+Fractional differencing
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+Asymptotics for the partial autocorrelation function of a stationary process
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+Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
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+Q2752173
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+Asymptotics for prediction errors of stationary processes with reflection positivity
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+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
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+https://doi.org/10.1016/s0047-259x(02)00027-1
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+W2033965389
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+Publication:1427529