Fractional integration, trend stationarity and difference stationarity (Q672762)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 985180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fractional integration, trend stationarity and difference stationarity |
scientific article; zbMATH DE number 985180 |
Statements
Fractional integration, trend stationarity and difference stationarity (English)
0 references
28 February 1997
0 references
Fractional ARIMA model
0 references
Frequency domain
0 references
Trend stationarity
0 references
Difference stationarity
0 references
0 references
0.8112332820892334
0 references
0.8077758550643921
0 references
0.8026688098907471
0 references
