ON GENERALIZED FRACTIONAL PROCESSES (Q4203667): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1989.tb00026.x / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00026.x / rank | |||
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| Property / OpenAlex ID: W2010536381 / rank | |||
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| Property / cites work | |||
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| Property / cites work: Fractional differencing / rank | |||
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| Property / cites work: On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification / rank | |||
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| Property / cites work: Q3254471 / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9892.1989.TB00026.X / rank | |||
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Latest revision as of 10:23, 29 December 2024
scientific article; zbMATH DE number 4123110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON GENERALIZED FRACTIONAL PROCESSES |
scientific article; zbMATH DE number 4123110 |
Statements
ON GENERALIZED FRACTIONAL PROCESSES (English)
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1989
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time series
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fractional differences
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stationary long-memory processes
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fractional autoregressive moving-average
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FARMA model
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generating function of Gegenbauer polynomials
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Gegenbauer autoregressive moving- average
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long-term periodic behavior
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GARMA process
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generation of realizations
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model identification
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parameter estimation
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sunspot data
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