Why FARIMA models are brittle (Q2865149)
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scientific article; zbMATH DE number 6234342
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| English | Why FARIMA models are brittle |
scientific article; zbMATH DE number 6234342 |
Statements
28 November 2013
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FARIMA
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fractionally differenced process
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self-similarity
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fractional Gaussian noise
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long-range dependence
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Hurst parameter
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Why FARIMA models are brittle (English)
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0.7872977256774902
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0.7760478854179382
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0.7650730609893799
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