Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases |
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Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (English)
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12 March 2008
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Autoregression
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Fractional process
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Non-invertibility
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Order selection
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Asymptotic efficiency
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