ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS (Q3821446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS |
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ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS (English)
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1988
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Hilbert space
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optimal predictors
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conditional expectation
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orthogonal projection
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predictors of long-memory time series models
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predictors of fractionally differenced autoregressive integrated moving-average (ARIMA) processes
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