Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series?
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Publication:2740038
DOI10.1111/1467-9892.00226zbMath0978.62082OpenAlexW1999442563MaRDI QIDQ2740038
Murad S. Taqqu, Piotr S. Kokoszka
Publication date: 16 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00226
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