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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: FOR Classification > 0905 Civil Engineering
Faculty/School/Research Centre/Department > College of Science and Engineering
Depositing User: Ms Julie Gardner
Date Deposited: 11 Jul 2014 01:39
Last Modified: 11 Jul 2014 01:39
URI: http://vuir.vu.edu.au/id/eprint/25543
DOI: https://doi.org/10.1111/j.1467-9892.1988.tb00465.x
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Citations in Scopus: 30 - View on Scopus

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