LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00237.x / rank
 
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Latest revision as of 15:12, 23 May 2024

scientific article; zbMATH DE number 769876
Language Label Description Also known as
English
LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
scientific article; zbMATH DE number 769876

    Statements

    LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (English)
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    14 September 1995
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    discrete time stationary processes
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    fractional seasonal models
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    long- memory linear processes
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    spectral densities
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    impulse response sequence
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    extended fractional ARMA processes
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    fractional filters
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    asymptotic behaviour
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    second-order properties
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    autocovariance sequence
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    long-range dependence
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    mixing properties
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    difference equations
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    simulated examples
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