A generalized fractionally differencing approach in long-memory modeling (Q1907493)
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scientific article; zbMATH DE number 846594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized fractionally differencing approach in long-memory modeling |
scientific article; zbMATH DE number 846594 |
Statements
A generalized fractionally differencing approach in long-memory modeling (English)
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25 February 1996
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fractional ARIMA models
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fractional ARUMA models
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long-memory time series
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long-range periodical behavior
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spectrum frequencies
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exact asymptotics
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covariance function
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peaks
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zeros
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asymptotic expansions
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Gegenbauer polynomials
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Whittle's estimate
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0.9306876
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0.90521586
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0.8967373
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0.8950347
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