Estimating the differencing parameter via the partial autocorrelation function (Q1586563)
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scientific article; zbMATH DE number 1529237
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| English | Estimating the differencing parameter via the partial autocorrelation function |
scientific article; zbMATH DE number 1529237 |
Statements
Estimating the differencing parameter via the partial autocorrelation function (English)
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17 September 2001
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differencing parameter
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fractionally integrated model
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0.9030727
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0.8674306
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0.8639803
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