Strictly stationary solutions of ARMA equations with fractional noise (Q5397934): Difference between revisions

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+Strictly stationary solutions of autoregressive moving average equations
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+Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional differencing
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+Q4895037
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+Fractional ARIMA with stable innovations
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+Inequalities for the \(p\)-th moment, \(p\), \(0<p<2\), of a sum of independent random variables
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+Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
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+Estimating a change point in the long memory parameter
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