A class of antipersistent processes

Journal of Time Series Analysis

Volumn 28, Issue 2, 2007, Pages 261-273

  Bondon, Pascal ^a   Palma, Wilfredo ^a  

^a NONE

Author keywords

Antipersistent process; Autoregressive expansion; FARIMA process; Moving average parameters

Indexed keywords

EID: 33847221838     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00509.x     Document Type: Article

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