Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes
スポンサーリンク
概要
- 論文の詳細を見る
We prove a simple asymptotic formula for partial autocorrelation functions of fractional ARIMA processes.
- Institute of Mathematical Statisticsの論文
Institute of Mathematical Statistics | 論文
- Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes
- Explicit representation of finite predictor coefficients and its applications
- Entropy Analysis of a Nearest-Neighbor Attractive/Repulsive Exclusion Process on One-Dimensional Lattices
- Euler's formulae for ζ(2n) and products of Cauchy variables