Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837)

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Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors
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    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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