Time series properties of the class of first order autoregressive processes with generalized moving average errors (Q5852408)
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scientific article; zbMATH DE number 5663355
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| default for all languages | No label defined |
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| English | Time series properties of the class of first order autoregressive processes with generalized moving average errors |
scientific article; zbMATH DE number 5663355 |
Statements
27 January 2010
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autoregression
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autocorrelations
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variance
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autocovariance
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spectral density
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estimation
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fractional differencing
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long memory
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0.9595171809196472
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0.8991645574569702
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0.8130947947502136
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0.79448002576828
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0.7931786179542542
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