ARFURIMA models: simulations of their properties and application
Year of publication: |
2022
|
---|---|
Authors: | Jibrin, Sanusi Alhaji ; Rahman, Rosmanjawati Abdul |
Published in: |
Statistics in Transition new series (SiTns). - Warsaw : Sciendo, ISSN 2450-0291. - Vol. 23.2022, 2, p. 69-87
|
Publisher: |
Warsaw : Sciendo |
Subject: | interminable long memory | autocorrelation | fractional unit root integrated series | fractional unit root differencing | ARFURIMA model |
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