Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes

被引：0

作者：

Inoue, A ^{[1
]}

机构：

[1] Hokkaido Univ, Fac Sci, Dept Math, Sapporo, Hokkaido 0600810, Japan

来源：

ANNALS OF APPLIED PROBABILITY | 2002年 / 12卷 / 04期

关键词：

asymptotic behavior; partial autocorrelation function; fractional ARIMA process;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove a simple asymptotic formula for partial autocorrelation functions of fractional ARIMA processes.

引用

页码：1471 / 1491

页数：21

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