Asymptotic behaviour for partial autocorrelation functions of fractional ARIMA processes


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Please use this identifier to cite or link to this item:https://doi.org/10.14943/83634

Title:	Asymptotic behaviour for partial autocorrelation functions of fractional ARIMA processes
Authors:	Inoue, A. Browse this author
Keywords:	Asymptotic behaviour
	partial autocorrelation function
	fractional ARIMA process
Issue Date:	1-Jul-2000
Publisher:	Department of Mathematics, Hokkaido University
Journal Title:	Hokkaido University Preprint Series in Mathematics
Volume:	488
Start Page:	1
End Page:	20
Abstract:	We prove a simple asymptotic formula for partial autocorrelation functions of fractional ARIMA processes.
Type:	bulletin (article)
URI:	http://hdl.handle.net/2115/69238
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics

Submitter: 数学紀要登録作業用

OAI-PMH ( junii2 , jpcoar_1.0 )

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