Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series?
Piotr S. Kokoszka, Murad S. TaqquVolume:
22
Year:
2001
Language:
english
Pages:
21
DOI:
10.1111/1467-9892.00226
File:
PDF, 246 KB
english, 2001