Long-Memory Processes
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Publication:4904942
DOI10.1007/978-3-642-35512-7zbMath1282.62187OpenAlexW1508427692WikidataQ105583306 ScholiaQ105583306MaRDI QIDQ4904942
Jan Beran, Rafał Kulik, Yuanhua Feng, Sucharita Ghosh
Publication date: 13 February 2013
Full work available at URL: https://doi.org/10.1007/978-3-642-35512-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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