Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
type: Item
instance of: scholarly article
title: Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
zbMATH Open document ID: 1073.62553
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 1906146
zbMATH Keywords: Asymptotic behavior
zbMATH Keywords: partial autocorrelation function
zbMATH Keywords: fractional ARIMA process
author: Akihiko Inoue
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1037125870
OpenAlex ID: W2057849933
cites work: Q4865042
cites work: Q3992980
cites work: Time series: theory and methods.
cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Fractional differencing
cites work: Regularly varying correlation functions and KMO-Langevin equations
cites work: Asymptotics for the partial autocorrelation function of a stationary process
cites work: On the asymptotic behavior of the prediction error of a stationary process
cites work: Asymptotics for prediction errors of stationary processes with reflection positivity
cites work: Fractional ARIMA with stable innovations
cites work: Characterization of the partial autocorrelation function
cites work: Q5531487
DOI: 10.1214/AOAP/1037125870
description: scientific article; zbMATH DE number 1906146