A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480)
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scientific article; zbMATH DE number 5007076
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| English | A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses |
scientific article; zbMATH DE number 5007076 |
Statements
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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0.7238355278968811
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0.7117727994918823
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0.7002583146095276
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0.7000515460968018
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0.699044406414032
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