Modelling long-term dependence in measurement errors of plutonium concentration
Date
1992Source
Statistical PapersVolume
33Issue
1Pages
159-170Google Scholar check
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In this paper the fractional differenced autoregressive-moving average (ARMA) model is applied in order to model the long-term dependence of plutonium concentration measurements of a physical process, and its performance is compared with that of the common ARMA model using a frequency domain based bootstrap approach. © 1992 Springer-Verlag.