ON GENERALIZED FRACTIONAL PROCESSES (Q4203667): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00026.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2010536381 / rank | |||
Normal rank |
Revision as of 14:28, 19 March 2024
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)
0 references
1989
0 references
time series
0 references
fractional differences
0 references
stationary long-memory processes
0 references
fractional autoregressive moving-average
0 references
FARMA model
0 references
generating function of Gegenbauer polynomials
0 references
Gegenbauer autoregressive moving- average
0 references
long-term periodic behavior
0 references
GARMA process
0 references
generation of realizations
0 references
model identification
0 references
parameter estimation
0 references
sunspot data
0 references