ON GENERALIZED FRACTIONAL PROCESSES (Q4203667): Difference between revisions
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scientific article; zbMATH DE number 4123110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON GENERALIZED FRACTIONAL PROCESSES |
scientific article; zbMATH DE number 4123110 |
Statements
ON GENERALIZED FRACTIONAL PROCESSES (English)
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1989
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time series
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fractional differences
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stationary long-memory processes
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fractional autoregressive moving-average
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FARMA model
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generating function of Gegenbauer polynomials
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Gegenbauer autoregressive moving- average
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long-term periodic behavior
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GARMA process
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generation of realizations
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model identification
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parameter estimation
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sunspot data
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