Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026): Difference between revisions
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| Property / author | |||
| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6561923 / rank | |||
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| Property / zbMATH Keywords | |||
long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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regime-switching | |||
| Property / zbMATH Keywords: regime-switching / rank | |||
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aggregation | |||
| Property / zbMATH Keywords: aggregation / rank | |||
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Lévy motion | |||
| Property / zbMATH Keywords: Lévy motion / rank | |||
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Revision as of 14:15, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating schemes for long memory processes: regimes, aggregation and linearity |
scientific article |
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Generating schemes for long memory processes: regimes, aggregation and linearity (English)
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1 April 2016
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long memory
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regime-switching
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aggregation
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Lévy motion
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