AR and MA representation of partial autocorrelation functions, with applications (Q2480813)

From MaRDI portal
Revision as of 19:50, 27 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
AR and MA representation of partial autocorrelation functions, with applications
scientific article

    Statements

    AR and MA representation of partial autocorrelation functions, with applications (English)
    0 references
    3 April 2008
    0 references
    Verblunsky coefficients
    0 references
    Orthogonal polynomials on the unit circle
    0 references
    Baxter's condition
    0 references
    Fractional ARIMA processes
    0 references
    Long memory
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references