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Asymptotic behavior for partial autocorrelation function of fractional ARIMA processes
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- INOUE Akihiko
- Hokkaido University, Graduate School of Science, Associate Professor
Bibliographic Information
- Title
- Asymptotic behavior for partial autocorrelation function of fractional ARIMA processes
- Author
- Akihiko Inoue
Journal
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- Ann.Appl.Prabab. Vol.12
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Ann.Appl.Prabab. Vol.12 1471-1491, 2002
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Details 詳細情報について
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- CRID
- 1010282256755640585
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- Article Type
- journal article
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- Data Source
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- KAKEN
