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scientific article; zbMATH DE number 1944328
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scientific article; zbMATH DE number 1944328

    Statements

    author
    Gabriel Lang
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    Georges Oppenheim
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    Anne Philippe
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    Murad S. Taqqu
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    Jean-Marc Bardet
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    Stilian A. Stoev
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    publication date
    9 November 2003
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    Mathematics Subject Classification ID
    62M10
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    62G05
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    60G18
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    62G20
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    62M09
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    62M15
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    zbMATH DE Number
    1944328
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    zbMATH Keywords
    fractional Gaussian noise
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    self-similarity
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    times series
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    FARIMA
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    tables
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    log-periodogram estimators
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