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AR and MA representation of partial autocorrelation functions, with applications

Author
INOUE, Akihiko1
[1] Department of Mathematics, Faculty of Science, Hokkaido University, Sapporo 060-0810, Japan
Source

Probability theory and related fields. 2008, Vol 140, Num 3-4, pp 523-551, 29 p ; ref : 47 ref

CODEN
PTRFEU
ISSN
0178-8051
Scientific domain
Mathematics
Publisher
Springer, Berlin / Springer, Heidelberg / Springer, New York, NY
Publication country
Germany
Document type
Article
Language
English
Author keyword
60G10 Baxter's condition Fractional ARIMA processes Long memory, Primary: 62M10; Secondary: 42C05 Orthogonal polynomials on the unit circle Partial autocorrelation functions Verblunsky coefficients
Keyword (fr)
Comportement asymptotique Fonction autocorrélation Processus stationnaire Théorie probabilité Variation long terme 60G10 Processus mémoire longue
Keyword (en)
Asymptotic behavior Autocorrelation function Stationary process Probability theory Long term variation Long memory process
Keyword (es)
Comportamiento asintótico Función autocorrelación Proceso estacionario Teoría probabilidad Variación largo plazo
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19946839

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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