The following pages link to Why FARIMA models are brittle (Q2865149):
Displaying 4 items.
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- Detecting long-range dependence for time-varying linear models (Q6565331) (← links)