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LONGMEM

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Abstract

The program LONGMEM is designed for simulation, model-fitting and prediction with ARIMA(p, d, q) processes, where −.5 < d <.5.

Keywords

Covariance Function Autocovariance Function ARMA Process Fourier Frequency Optimization Step Size 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1994

Authors and Affiliations

  1. 1.Mathematics DepartmentRoyal Melbourne Institute of TechnologyMelbourneAustralia
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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