Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (Q1427529)

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scientific article; zbMATH DE number 2055782
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Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
scientific article; zbMATH DE number 2055782

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    Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. (English)
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    14 March 2004
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    Partial autocorrelation function
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    Fractional ARIMA process
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    Stationary process
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    Long memory
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    Prediction error
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