Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (Q3017837)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors |
scientific article |
Statements
Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors (English)
0 references
20 July 2011
0 references
autoregression
0 references
autocorrelations
0 references
autocovariance
0 references
errors
0 references
estimation
0 references
fractional differencing
0 references
long memory
0 references
moving average
0 references
spectral density
0 references
time series
0 references
variance
0 references
0 references
