Pages that link to "Item:Q1872355"
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The following pages link to Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. (Q1872355):
Displaying 21 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Rigidity for matrix-valued Hardy functions (Q255355) (← links)
- Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes (Q273734) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529) (← links)
- Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle (Q1754693) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- On hyperbolic decay of prediction error variance for deterministic stationary sequences (Q2208791) (← links)
- A novel method for control performance assessment with fractional order signal processing and its application to semiconductor manufacturing (Q2287471) (← links)
- On processes with summable partial autocorrelations (Q2373666) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- Explicit representation of finite predictor coefficients and its applications (Q2497189) (← links)
- The intersection of past and future for multivariate stationary processes (Q2790284) (← links)
- A Class of Antipersistent Processes (Q3505318) (← links)
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (Q4678736) (← links)
- Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences (Q5012856) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Verblunsky coefficients and Nehari sequences (Q5401724) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- Asymptotic behavior of the prediction error for stationary sequences (Q6168536) (← links)