A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703)
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scientific article; zbMATH DE number 887334
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| default for all languages | No label defined |
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| English | A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS |
scientific article; zbMATH DE number 887334 |
Statements
A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (English)
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18 September 1996
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long memory Gegenbauer autoregressive moving-average process
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fractionally integrated process
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simulations
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fractional differencing
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persistent cycles
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GARMA process
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conditional sum of squares method
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maximum likelihood estimation
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sunspot data
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US inflation rates
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0.8999916315078735
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0.8676077723503113
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0.8344218134880066
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0.8183062672615051
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