The main failure of ARIMA modelling as used in practice are the limiting constraints imposed by differencing to achieve stationarity. The use of fractional differencing opens up a much wider and realistic behaviour for the trend and seasonal components than traditional integer differencing. This pap
β¦ LIBER β¦
Modeling persistence in hydrological time series using fractional differencing
β Scribed by Hosking, J. R. M.
- Book ID
- 119737582
- Publisher
- American Geophysical Union
- Year
- 1984
- Tongue
- English
- Weight
- 994 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0043-1397
No coin nor oath required. For personal study only.
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