Work

Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing

Year: 2003

Type: article

Source: Journal of Multivariate Analysis

DOI: 10.1016/s0047-259x(02)00027-1

Authors: Akihiko Inoue, Yukio Kasahara

Institutions: Hokkaido University, The University of Tokyo

Language: English

Topic: Time Series Analysis and Forecasting

Subfield: Signal Processing

Field: Computer Science

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W239967968

FWCI: 1.252

Cites: 11

Cited by: 17

Related to: 10