A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q5631966 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Time series: theory and methods. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on calculating the autocovariances of the fractionally integrated ARMA models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3671491 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Long memory relationships and the aggregation of dynamic models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On estimation of a regression model with long-memory stationary errors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotic properties of the LSE in a regression model with long-memory stationary errors / rank | |||
Normal rank |
Latest revision as of 12:36, 24 May 2024
scientific article; zbMATH DE number 887334
Language | Label | Description | Also known as |
---|---|---|---|
English | A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS |
scientific article; zbMATH DE number 887334 |
Statements
A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (English)
0 references
18 September 1996
0 references
long memory Gegenbauer autoregressive moving-average process
0 references
fractionally integrated process
0 references
simulations
0 references
fractional differencing
0 references
persistent cycles
0 references
GARMA process
0 references
conditional sum of squares method
0 references
maximum likelihood estimation
0 references
sunspot data
0 references
US inflation rates
0 references