scientific article; zbMATH DE number 795280

zbMath0827.62088MaRDI QIDQ4845377

Publication date: 13 December 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

algorithm time series confidence interval long-range dependence fractional differences approximate maximum likelihood differencing overdifferencing ARMA parameters fractional ARIMA processes Box-Jenkins ARIMA processes Box-Jenkins autoregressive integrated moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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