How close is a fractional process to a random walk with drift? (Q1695665): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Long memory processes and fractional integration in econometrics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Long memory relationships and the aggregation of dynamic models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fractional differencing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Suggested Statistical Model of some Time Series which occur in Nature / rank | |||
Normal rank | |||
Latest revision as of 03:02, 15 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How close is a fractional process to a random walk with drift? |
scientific article |
Statements
How close is a fractional process to a random walk with drift? (English)
0 references
7 February 2018
0 references
fractional process
0 references
random walk
0 references
distance
0 references
