How close is a fractional process to a random walk with drift? (Q1695665): Difference between revisions
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| Property / OpenAlex ID: W2033483666 / rank | |||
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| Property / OpenAlex ID: W2033483666 / rank | |||
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| Property / cites work: Long memory processes and fractional integration in econometrics / rank | |||
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| Property / cites work: Long memory relationships and the aggregation of dynamic models / rank | |||
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| Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
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| Property / cites work: Fractional differencing / rank | |||
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| Property / cites work: A Suggested Statistical Model of some Time Series which occur in Nature / rank | |||
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Latest revision as of 02:02, 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 |
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How close is a fractional process to a random walk with drift? (English)
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7 February 2018
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fractional process
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random walk
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distance
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