Randomly fractionally integrated processes (Q2471657)

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Randomly fractionally integrated processes
scientific article

    Statements

    title
    Randomly fractionally integrated processes (English)
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    author
    Paul Doukhan
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    Gabriel Lang
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    Donatas Surgailis
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    publication date
    18 February 2008
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    zbMATH Keywords
    fractional derivatives and integrals
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    self-similar processes
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    central limit theorem
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    noncentral limit theorems
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    FARIMA process
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    60F05
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    60G18
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    60G12
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    60G15
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    60G35
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    62M20
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    zbMATH DE Number
    5236529
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