A FAST FRACTIONAL DIFFERENCE ALGORITHM (Q5176849): Difference between revisions

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+Q4865042
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+On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series
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+An Algorithm for the Machine Calculation of Complex Fourier Series
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+Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
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+Tests for Hurst effect
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+Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
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+Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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+Long‐Memory Time Series
@@ Property / cites work: Long‐Memory Time Series / rank @@
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