Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? (Q2740038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? |
scientific article |
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Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? (English)
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16 September 2001
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fractional differencing
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long-range dependence
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stable distributions
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simulations
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