Hyperbolic Decay Time Series (Q4216180)

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scientific article; zbMATH DE number 1213795
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English
Hyperbolic Decay Time Series
scientific article; zbMATH DE number 1213795

    Statements

    title
    Hyperbolic Decay Time Series (English)
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    author
    A. Ian McLeod
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    publication date
    25 January 1999
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    zbMATH Keywords
    covariance determinant
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    duality in time series
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    fractional differencing
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    fractional Gaussian noise
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    long-range dependence
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    minimum mean-square-error predictor
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    nonstationary time series modelling
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    Identifiers

    zbMATH DE Number
    1213795
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