Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (Q3605051): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory |
scientific article |
Statements
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (English)
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19 February 2009
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nonstationary long memory
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time-varying fractional integration
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partial sums
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self-similar processes
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asymptotically stationary increments
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