Abstract
We prove a simple asymptotic formula for partial autocorrelation functions of fractional ARIMA processes.
Citation
Akihiko Inoue. "Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes." Ann. Appl. Probab. 12 (4) 1471 - 1491, November 2002. https://doi.org/10.1214/aoap/1037125870
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