On Prediction with Fractionally Differenced ARIMA Models

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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
URI https://vuir.vu.edu.au/id/eprint/25543
DOI https://doi.org/10.1111/j.1467-9892.1988.tb00465.x
Official URL http://onlinelibrary.wiley.com/doi/10.1111/j.1467-...
Subjects Historical > FOR Classification > 0905 Civil Engineering
Current > Division/Research > College of Science and Engineering
Keywords long memory, time series, prediction, ARIMA model, fractional differencing, Hilbert space, optimal predictors, conditional expectation, orthogonal projection
Citations in Scopus 35 - View on Scopus
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