A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses |
scientific article |
Statements
A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (English)
0 references
16 February 2006
0 references
Durbin-Levinson's algorithm
0 references
long dependence
0 references
partial autocorrelation function
0 references
seasonal fractionally integrated models
0 references
hypergeometric identity
0 references