LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793): Difference between revisions
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Revision as of 17:37, 5 March 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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