Beta autoregressive fractionally integrated moving average models
نویسندگان
چکیده
منابع مشابه
Dierential Geometry of Autoregressive Fractionally Integrated Moving Average Models
The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz forms associated with the spectral density functions of these long memory processes are used to compute the geometric quantities. The role of these geometric quantities on the asymptotic bias of the maximum likelihood estimates of the model parameters and on the Bartl...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2019
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2018.10.001