scientific article; zbMATH DE number 1133214

zbMATH Open0894.62095MaRDI QIDQ4381981FDOQ4381981

Authors: P. Sekar, M. Sreenivasan 

Publication date: 13 September 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

fractional differencingtime-seriesautoregressive integrated moving-average processlong-term persistenceARIMA(0,d,1)ARIMA(1,d,0)ARIMA(1,d,1)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (10)

• Fractional differences, derivatives and fractal time series.
• Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
• Time series model building with Fourier autoregressive model
• Contiguity of fractional differencing
• Finding a fractional model from frequency and time responses
• DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES
• Identification of fractional differencing autoregressive models^†
• ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS
• ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
• Title not available (Why is that?)

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