On the invertibility of fractionally differenced ARIMA processes (Q4280040)
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scientific article; zbMATH DE number 508653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the invertibility of fractionally differenced ARIMA processes |
scientific article; zbMATH DE number 508653 |
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On the invertibility of fractionally differenced ARIMA processes (English)
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26 April 1994
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invertibility of fractional ARIMA \((p,d,q)\) processes
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mean squared error
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prediction
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rate of convergence
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prediction error
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autoregressive inversion
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degree of fractionally differencing
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