Fractional ARIMA Processes and Its
نویسندگان
چکیده
منابع مشابه
Maximum likelihood parameter estimation of F-ARIMA processes using the genetic algorithm in the frequency domain
This work aims to treat the parameter estimation problem for fractional-integrated autoregressive moving average (F-ARIMA) processes under external noise. Unlike the conventional approaches from the perspective of the time domain, a maximum likelihood (ML) method is developed in the frequency domain since the power spectrum of an F-ARIMA process is in a very explicit and more simple form. Howev...
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