Publication:4845377
From MaRDI portal
zbMath0827.62088MaRDI QIDQ4845377
Publication date: 13 December 1995
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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