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scientific article; zbMATH DE number 795280
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scientific article; zbMATH DE number 795280 |
Statements
13 December 1995
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long-range dependence
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overdifferencing
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Box-Jenkins autoregressive integrated moving average models
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time series
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differencing
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fractional differences
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approximate maximum likelihood
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Box-Jenkins ARIMA processes
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fractional ARIMA processes
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confidence interval
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algorithm
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ARMA parameters
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0.8570241332054138
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0.8568019866943359
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0.8343478441238403
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