scientific article; zbMATH DE number 1133214

zbMath0894.62095MaRDI QIDQ4381981

M. Sreenivasan, P. Sekar

Publication date: 13 September 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional differencingtime-seriesautoregressive integrated moving-average processlong-term persistenceARIMA(0,d,1)ARIMA(1,d,0)ARIMA(1,d,1)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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