The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007)
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scientific article; zbMATH DE number 2137095
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| English | The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration |
scientific article; zbMATH DE number 2137095 |
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The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (English)
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22 February 2005
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Long memory
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Fractional integration
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tables
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0.841902494430542
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0.7343156933784485
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0.7255643606185913
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