DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES |
scientific article |
Statements
DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (English)
0 references
12 January 2015
0 references
long-range dependence
0 references
multivariate time series
0 references
phase parameter
0 references
time and spectral domains
0 references
linear and causal representations
0 references
trigonometric power-law coefficients
0 references
FARIMA
0 references
