Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$

2026-11-06来源 arXiv stat.THEnglish
arXiv:2605.31416v3 Announce Type: replace Abstract: Fractional Gaussian noise and $\FARIMA(0,d,0)$ have the same long-memory pole $|\theta|^{-2d}$ and hence the same leading PACF law $\alpha(n)\sim d/n$. We show that this agreement breaks at the first non-universal order. For $0

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