ON GENERALIZED FRACTIONAL PROCESSES
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Publication:4203667
DOI10.1111/J.1467-9892.1989.TB00026.XzbMath0685.62075OpenAlexW2010536381MaRDI QIDQ4203667
Wayne A. Woodward, Nien Fan Zhang, Henry L. Gray
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00026.x
parameter estimationtime seriesmodel identificationfractional differencesFARMA modelfractional autoregressive moving-averageGARMA processGegenbauer autoregressive moving- averagegenerating function of Gegenbauer polynomialsgeneration of realizationslong-term periodic behaviorstationary long-memory processessunspot data
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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