A note on calculating the autocovariances of the fractionally integrated ARMA models
type: Item
instance of: scholarly article
title: A note on calculating the autocovariances of the fractionally integrated ARMA models
zbMATH Open document ID: 0825.62672
DOI: 10.1016/0165-1765(94)90026-4
author: Ching-Fan Chung
published in: Economics Letters
publication date: 1995-02-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 626206
MaRDI profile type: Publication
full work available at URL: 0165-1765(94)90026-4
OpenAlex ID: W1996984156
cites work: Q3671491
description: scientific article; zbMATH DE number 626206