AR and MA representation of partial autocorrelation functions, with applications (Q2480813): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/s00440-007-0074-1 / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S00440-007-0074-1 / rank | |||
Normal rank |
Latest revision as of 22:11, 18 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | AR and MA representation of partial autocorrelation functions, with applications |
scientific article |
Statements
AR and MA representation of partial autocorrelation functions, with applications (English)
0 references
3 April 2008
0 references
Verblunsky coefficients
0 references
Orthogonal polynomials on the unit circle
0 references
Baxter's condition
0 references
Fractional ARIMA processes
0 references
Long memory
0 references
0 references
0 references
0 references
0 references
0 references