PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS (Q5255048)
From MaRDI portal
scientific article; zbMATH DE number 6445074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS |
scientific article; zbMATH DE number 6445074 |
Statements
PARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS (English)
0 references
11 June 2015
0 references
fractional ARIMA processes
0 references
fractional Brownian motion
0 references
self-similarity
0 references
R/S method
0 references
power spectrum density
0 references
