Add to ORKGAbstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ARIMA processes. 1
<p>Partial autocorrelation function of the squared log-returns of the exchange rate of Bitcoin.</p
Equations are derived for the autocorrelation function of a trended series. The special case of a li...
<p>General pattern of the autocorrelation function (ACF) and the partial autocorrelation function (P...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Let {Xn : ri E Z} be a fractional ARIMA{p, d, q) process with partial autocorrelation functiono:(·)....
Abstract. We prove a representation of the partial autocorrelation function (PACF), or the Verblunsk...
We prove a representation of the partial autocorrelation function (PACF), or the Verblunsky coeffici...
We prove a representation of the partial autocorrelation function α(・) of a stationary process { Xn ...
AbstractWe develop a technique for derivation of the asymptotic joint distribution of the sample par...
Partial autocorrelation function (PACF) of a stationary two-dimensional separable process is defined...
The purpose of this paper is to study the long-time behaviour of the partial autocorrelation functio...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
In a time series context, the study of the partial autocorrelation function (PACF) is helpful for mo...
AbstractWe present a short proof of the fact that the exponential decay rate of partial autocorrelat...
<p>Partial autocorrelation function of the log-returns of the exchange rate of Bitcoin.</p
<p>Partial autocorrelation function of the squared log-returns of the exchange rate of Bitcoin.</p
Equations are derived for the autocorrelation function of a trended series. The special case of a li...
<p>General pattern of the autocorrelation function (ACF) and the partial autocorrelation function (P...
Abstract. We prove a simple asymptotic formula for partial autocorrelation func-tions of fractional ...
Let {Xn : ri E Z} be a fractional ARIMA{p, d, q) process with partial autocorrelation functiono:(·)....
Abstract. We prove a representation of the partial autocorrelation function (PACF), or the Verblunsk...
We prove a representation of the partial autocorrelation function (PACF), or the Verblunsky coeffici...
We prove a representation of the partial autocorrelation function α(・) of a stationary process { Xn ...
AbstractWe develop a technique for derivation of the asymptotic joint distribution of the sample par...
Partial autocorrelation function (PACF) of a stationary two-dimensional separable process is defined...
The purpose of this paper is to study the long-time behaviour of the partial autocorrelation functio...
We explain the connection between autocorrelation functions of stationary continuous time processes ...
In a time series context, the study of the partial autocorrelation function (PACF) is helpful for mo...
AbstractWe present a short proof of the fact that the exponential decay rate of partial autocorrelat...
<p>Partial autocorrelation function of the log-returns of the exchange rate of Bitcoin.</p
<p>Partial autocorrelation function of the squared log-returns of the exchange rate of Bitcoin.</p
Equations are derived for the autocorrelation function of a trended series. The special case of a li...
<p>General pattern of the autocorrelation function (ACF) and the partial autocorrelation function (P...