Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717): Difference between revisions

@@ Property / DOI @@
-.1007/s10440-007-9090-5
@@ Property / DOI: 10.1007/s10440-007-9090-5 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10440-007-9090-5
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@@ Property / OpenAlex ID @@
+W2008628416
@@ Property / OpenAlex ID: W2008628416 / rank @@
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@@ Property / cites work @@
+Limit theorems for sums of linearly generated random variables
+Normal rank
@@ Property / cites work @@
+Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
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@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted sums of i.i.d. random variables attracted to integrals of stable processes
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@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principle for a class of non stationary processes with long memory
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@@ Property / cites work @@
+Almost periodically correlated processes with long memory
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@@ Property / cites work @@
+Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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@@ Property / cites work @@
+Q3918835
@@ Property / cites work: Q3918835 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10440-007-9090-5
@@ Property / DOI: 10.1007/S10440-007-9090-5 / rank @@
+Normal rank