Gao, Jie; Xu, Zhen-yuan; Zhang, Li-ting - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3475-3485
selected ARMA(1, 1) model when compared to the general ARFIMA(p,d,q) process. The paper also provides a DNA sequence of orf … presented. The performance of the ARMA(1, 1) approximation to an ARFIMA model is illustrated by using an application to a DNA … sequence of orf virus. This paper gives some theoretical justification on the mean square error forecast criterion based on a …