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On Prediction with Fractionally Differenced ARIMA Models

Peiris, M. S and Perera, B. J. C (1988) On Prediction with Fractionally Differenced ARIMA Models. Journal Of Time Series Analysis, 9 (3). pp. 215-220. ISSN 1467-9892

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Item Type: Article
Uncontrolled Keywords: long memory, time series, prediction, ARIMA model, fractional differencing, Hilbert space, optimal predictors, conditional expectation, orthogonal projection
Subjects: Current > FOR Classification > 0905 Civil Engineering
Current > Division/Research > College of Science and Engineering
Depositing User: Ms Julie Gardner
Date Deposited: 11 Jul 2014 01:39
Last Modified: 11 Jul 2014 01:39
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Citations in Scopus: 30 - View on Scopus

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