The Representation and Decomposition of Integrated Stationary Time Series
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Publication:4311424
DOI10.2307/1427821zbMath0808.62080OpenAlexW2316955024MaRDI QIDQ4311424
Zhao-Guo Chen, Oliver D. Anderson
Publication date: 16 March 1995
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427821
decompositiontime domaincanonical representationforecastingdivergence ratedegree of differencingoverdifferencingintegrated stationary time seriesoverintegrated modelsprimary increment vector
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