Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837): Difference between revisions
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Revision as of 23:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors |
scientific article |
Statements
Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (English)
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20 July 2011
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autoregression
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autocorrelations
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autocovariance
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errors
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estimation
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fractional differencing
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long memory
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moving average
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spectral density
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time series
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variance
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