Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (Q2742773): Difference between revisions
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Latest revision as of 00:29, 20 March 2024
scientific article
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English | Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach |
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Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (English)
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23 September 2001
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fractional filters
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generalized fractional processes
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invariance principle
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seasonal long-memory
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alpha-stable linear processes
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