ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM

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Publication:4299040

DOI10.1111/j.1467-9892.1994.tb00198.xzbMath0803.62084OpenAlexW2124942867MaRDI QIDQ4299040

Valdério Anselmo Reisen

Publication date: 5 January 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00198.x




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