A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480)

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A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses
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    A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (English)
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    16 February 2006
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    Durbin-Levinson's algorithm
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    long dependence
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    partial autocorrelation function
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    seasonal fractionally integrated models
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    hypergeometric identity
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