Autoregressive fractionally integrated moving average (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Autoregressive fractionally integrated moving average" in English language version.

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Taqqu, M. S.; Teverovsky, V.; Willinger, W. (1995). "Estimators for Long-Range Dependence: An Empirical Study". Fractals. 3 (4): 785–798. arXiv:0901.0762. doi:10.1142/S0218348X95000692.

Granger, C. W. J.; Joyeux, Roselyne (1980). "An Introduction to Long-Memory Time Series Models and Fractional Differencing". Journal of Time Series Analysis. 1 (1): 15–29. doi:10.1111/j.1467-9892.1980.tb00297.x. ISSN 0143-9782.
Hosking, J. R. M. (1981). "Fractional Differencing". Biometrika. 68 (1): 165–176. doi:10.2307/2335817. ISSN 0006-3444.
Taqqu, M. S.; Teverovsky, V.; Willinger, W. (1995). "Estimators for Long-Range Dependence: An Empirical Study". Fractals. 3 (4): 785–798. arXiv:0901.0762. doi:10.1142/S0218348X95000692.
Fenga, Livio (2017). Rojas, Ignacio; Pomares, Héctor; Valenzuela, Olga (eds.). "Prediction of Noisy ARIMA Time Series via Butterworth Digital Filter". Advances in Time Series Analysis and Forecasting. Contributions to Statistics. Cham: Springer International Publishing: 173–196. doi:10.1007/978-3-319-55789-2_13. ISBN 978-3-319-55789-2.

Hosking, J. R. M. (1981). "Fractional Differencing". Biometrika. 68 (1): 165–176. doi:10.2307/2335817. ISSN 0006-3444.

Fenga, Livio (2017). Rojas, Ignacio; Pomares, Héctor; Valenzuela, Olga (eds.). "Prediction of Noisy ARIMA Time Series via Butterworth Digital Filter". Advances in Time Series Analysis and Forecasting. Contributions to Statistics. Cham: Springer International Publishing: 173–196. doi:10.1007/978-3-319-55789-2_13. ISBN 978-3-319-55789-2.