AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (Q3969742): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:30, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING |
scientific article |
Statements
AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (English)
0 references
1980
0 references
long-memory time series models
0 references
fractional differencing
0 references
infinite filter
0 references
white noise
0 references
integrated models
0 references
ARIMA models
0 references
aggregation of independent components
0 references
