Contiguity of fractional differencing (Q3407392)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5677398
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Contiguity of fractional differencing |
scientific article; zbMATH DE number 5677398 |
Statements
4 March 2010
0 references
contiguity
0 references
rate of contiguity
0 references
fractional differencing
0 references
long-memory
0 references
autocovariance
0 references
autocorrelation
0 references
fractional autoregressive integrated moving average (ARIMA)
0 references
0.7242584824562073
0 references
0.7240772843360901
0 references
0.7240772843360901
0 references
