Contiguity of fractional differencing

MaRDI QIDQ3407392zbMATH OpenFDO

Authors Takeshi Kato, Antonina Avisado Binsol

Publication date 4 March 2010

Full work available at URL http://pphmj.com/abstract/4584.htm

zbMATH Keywords

autocorrelationautocovariancelong-memorycontiguityfractional differencingfractional autoregressive integrated moving average (ARIMA)rate of contiguity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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