FARIMAProcess

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Forms

FARIMAProcess[{a1, …, a p}, d, {b1, …, b q}, v]

FARIMAProcess[{a1, …, a p}, d, {b1, …, b q}, Σ]

FARIMAProcess[{a1, …, a p}, {d1, …, dn}, {b1, …, b q}, Σ]

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Related

ARIMAProcess ARMAProcess MAProcess ARProcess SARMAProcess SARIMAProcess WeakStationarity TimeSeriesInvertibility ToInvertibleTimeSeries NormalDistribution MultinormalDistribution Differences

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