Fitting a fractional ARIMA model to time series data (Q4338565)
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scientific article; zbMATH DE number 1014862
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| default for all languages | No label defined |
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| English | Fitting a fractional ARIMA model to time series data |
scientific article; zbMATH DE number 1014862 |
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Fitting a fractional ARIMA model to time series data (English)
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23 March 1998
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fractionally differenced ARIMA (p,d,q) models
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time domain
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asymptotic normality
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0.895018994808197
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0.8814178109169006
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0.8425021767616272
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