✦ LIBER ✦

Estimation of the degree of differencing of an ARIMA process

✍ Scribed by Yoshihiro Yajima

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Partial autocorrelation functions of the

✍ Akihiko Inoue; Yukio Kasahara 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 173 KB

On the Invertibility of Fractionally Dif

✍ Mitsuhiro Odaki 📂 Article 📅 1993 🏛 Oxford University Press 🌐 English ⚖ 589 KB

The Order of Differencing in ARIMA Model

✍ Victor Solo 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 192 KB

New approaches for determining the degre

✍ Sergio G. Koreisha; Tarmo M. Pukkila 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 897 KB

LAG WINDOW ESTIMATION OF THE DEGREE OF D

✍ Gemai Chen; Bovas Abraham; Shelton Peiris 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 797 KB

Maximum likelihood estimation of the par

✍ Deriche, M.; Tewfik, A.H. 📂 Article 📅 1993 🏛 IEEE 🌐 English ⚖ 1019 KB