Randomly fractionally integrated processes (Q2471657): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s10986-007-0001-2 / rank
Normal rank
 
Property / cites work
 
Property / cites work: The empirical process of some long-range dependent sequences with an application to U-statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-central limit theorems for non-linear functional of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of weighted empirical processes of linear fields with long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for the empirical process of a linear sequence with long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic expansion of the empirical process of long-memory moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional differencing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional ARIMA with stable innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance principle for a class of non stationary processes with long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost periodically correlated processes with long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4084474 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-range dependence and Appell rank / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable limits of sums of bounded functions of long memory moving averages with finite variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to fractional brownian motion and to the rosenblatt process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated processes of arbitrary Hermite rank / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10986-007-0001-2 / rank
 
Normal rank

Latest revision as of 20:34, 18 December 2024

scientific article
Language Label Description Also known as
English
Randomly fractionally integrated processes
scientific article

    Statements

    Randomly fractionally integrated processes (English)
    0 references
    0 references
    0 references
    0 references
    18 February 2008
    0 references
    fractional derivatives and integrals
    0 references
    self-similar processes
    0 references
    central limit theorem
    0 references
    noncentral limit theorems
    0 references
    FARIMA process
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references