ARFURIMA models: simulations of their properties and application
Year of publication: |
2022
|
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Authors: | Jibrin, Sanusi Alhaji ; Rahman, Rosmanjawati Abdul |
Published in: |
Statistics in transition : an international journal of the Polish Statistical Association. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 23.2022, 2, p. 69-87
|
Subject: | interminable long memory | autocorrelation | fractional unit root integrated series | fractional unit root differencing | ARFURIMA model | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Simulation | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.2478/stattrans-2022-0017 [DOI] hdl:10419/266308 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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