Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. |
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Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (English)
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14 March 2004
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Partial autocorrelation function
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Fractional ARIMA process
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Stationary process
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Long memory
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Prediction error
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