Identification of fractional differencing autoregressive models<sup>†</sup> (Q4337090)
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scientific article; zbMATH DE number 1010713
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| English | Identification of fractional differencing autoregressive models<sup>†</sup> |
scientific article; zbMATH DE number 1010713 |
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Identification of fractional differencing autoregressive models<sup>†</sup> (English)
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19 May 1997
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long memory
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fractional differencing
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Levinson algorithm
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identification method
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0.92503226
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0.9188982
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0.8874229
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