Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Archivio della ricer...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Archivio della ricerca - Università degli studi di Napoli Federico II
Part of book or chapter of book . 2006
Data sources: Archivio della ricerca - Università degli studi di Napoli Federico II
FEDOA - IRIS Università degli Studi Napoli Federico II
Part of book or chapter of book . 2006
Data sources: FEDOA - IRIS Università degli Studi Napoli Federico II
 View all 2 versions
Claim

Spectral approximation to the fractional differencing operator

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book 01 Jan 2006 Italy English Publisher:Esagrafica srl
Authors: PICCOLO, DOMENICO; CORDUAS, MARCELLA;

handle: 11588/205871

Spectral approximation to the fractional differencing operator

Abstract

The article proposes a criterion for the estimation of the best ARMA(1,1) process which approximates a given fractionally integrated process.

Country
Italy
Related Organizations
Keywords

Fractional time series; ARFIMA models; filter approximation, Fractional time series, ARFIMA models, filter approximation

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Related to Research communities
Aurora Universities Network
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!
uploadUpload now