Publication | Open Access
Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes
38
Citations
8
References
2002
Year
Fractional-order SystemSimple Asymptotic FormulaFractional StochasticsAsymptotic FormulaPartial Autocorrelation FunctionsFractional Arima ProcessesFractional Dynamic
We prove a simple asymptotic formula for partial autocorrelation functions of fractional ARIMA processes.
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