Statistical analysis of autoregressive fractionally integrated moving average models in R
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Publication:2259223
DOI10.1007/s00180-013-0408-7zbMath1306.65051arXiv1208.1728OpenAlexW2049849555MaRDI QIDQ2259223
Javier E. Contreras-Reyes, Wilfredo Palma
Publication date: 27 February 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.1728
Rforecastingimpulse response functionslong-memory time seriesWhittle estimationARFIMA modelsexact variance matrix
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Cites Work
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