ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION

DOI10.1111/J.1467-9892.1994.TB00211.XzbMath0807.62075OpenAlexW2084191881MaRDI QIDQ4319850

Nien Fan Zhang, Wayne A. Woodward, Henry L. Gray

Publication date: 1 March 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00211.x

zbMATH Keywords

correctionsign error

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (16)

Modelling structural breaks, long memory and stock market volatility: an overview ⋮ Estimating seasonal long-memory processes: a Monte Carlo study ⋮ Time series regression with long-range dependence ⋮ A generalized fractionally differencing approach in long-memory modeling ⋮ Spurious regressions between stationary generalized long memory processes ⋮ Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials ⋮ A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model ⋮ Estimation of seasonal fractionally integrated processes ⋮ Marginal density estimation for linear processes with cyclical long memory ⋮ A general frequency domain estimation method for Gegenbauer processes ⋮ The cyclical structure of the UK inflation rate: 1210--2016 ⋮ A bivariate fractionally cointegrated relationship in the context of cyclical structures ⋮ Unemployment and entrepreneurship: a cyclical relation? ⋮ Testing unit roots and long range dependence of foreign exchange ⋮ Modelling long-run trends and cycles in financial time series data ⋮ Estimation methods for stationary Gegenbauer processes

This page was built for publication: ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION