WHY FARIMA MODELS ARE BRITTLE (Q2865149)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | WHY FARIMA MODELS ARE BRITTLE |
scientific article |
Statements
WHY FARIMA MODELS ARE BRITTLE (English)
0 references
28 November 2013
0 references
FARIMA
0 references
fractionally differenced process
0 references
self-similarity
0 references
fractional Gaussian noise
0 references
long-range dependence
0 references
Hurst parameter
0 references
0 references