Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (Q2742773)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach |
scientific article |
Statements
Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (English)
0 references
23 September 2001
0 references
fractional filters
0 references
generalized fractional processes
0 references
invariance principle
0 references
seasonal long-memory
0 references
alpha-stable linear processes
0 references
