ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS
- 1 May 1988
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 9 (3) , 215-220
- https://doi.org/10.1111/j.1467-9892.1988.tb00465.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- A Note on the Predictors of Differenced SequencesAustralian Journal of Statistics, 1987
- FRACTIONAL DIFFERENCING MODELING IN HYDROLOGY1Jawra Journal of the American Water Resources Association, 1985
- Modeling persistence in hydrological time series using fractional differencingWater Resources Research, 1984
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSJournal of Time Series Analysis, 1983
- Fractional differencingBiometrika, 1981
- AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGJournal of Time Series Analysis, 1980