Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (Q1872355)

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Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
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    Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (English)
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    6 May 2003
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    Asymptotic behavior
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    partial autocorrelation function
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    fractional ARIMA process
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