AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (Q3969742)
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scientific article; zbMATH DE number 3793267
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| English | AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING |
scientific article; zbMATH DE number 3793267 |
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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (English)
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1980
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long-memory time series models
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fractional differencing
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infinite filter
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white noise
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integrated models
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ARIMA models
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aggregation of independent components
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