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Fractional integration, trend stationarity and difference stationarity - MaRDI portal

Fractional integration, trend stationarity and difference stationarity (Q672762)

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scientific article; zbMATH DE number 985180
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English
Fractional integration, trend stationarity and difference stationarity
scientific article; zbMATH DE number 985180

    Statements

    Fractional integration, trend stationarity and difference stationarity (English)
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    28 February 1997
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    Fractional ARIMA model
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    Frequency domain
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    Trend stationarity
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    Difference stationarity
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