Small-sample Autocorrelation Structure for Long-memory Time Series (Q3486698)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-sample Autocorrelation Structure for Long-memory Time Series |
scientific article |
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Small-sample Autocorrelation Structure for Long-memory Time Series (English)
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1990
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forecasting
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long-memory time series
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sample autocorrelation function
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ARUMA model
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ARIMA process
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polynomial
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zeros
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unit circle
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simulated series
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ratios of limiting serial covariance expectations
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non-stationary case
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serial correlation behaviour
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0.85082114
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0.84984237
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0.8485618
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0.8481287
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