Long-memory Models in Time Series Analysis
نویسندگان
چکیده
منابع مشابه
Long memory time series models
For a long time the most frequently used models in time series analysis were the AR, MA and ARMA processes. Their spectral densities are continuous and therefore bounded functions on [ — n, it]. If the periodogram of real data reached significantly high values, it was considered as an indication of the trend or of a periodic component. The bias arising after trend removal in the spectral densit...
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Piecewise Farima Models for Long-memory Time Series
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ژورنال
عنوان ژورنال: Japanese journal of applied statistics
سال: 1994
ISSN: 0285-0370,1883-8081
DOI: 10.5023/jappstat.23.1