Dept. Math, Hokkaido Univ. EPrints Server

Asymptotic behaviour for partial autocorrelation functions of fractional ARIMA processes

Preprint Series # 488
Inoue, A Asymptotic behaviour for partial autocorrelation functions of fractional ARIMA processes. (2000);

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Item Type:Preprint
Subjects:60-xx PROBABILITY THEORY AND STOCHASTIC PROCESSES
ID Code:685