On the eigenstructure of generalized fractional processes. (Q1423091)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the eigenstructure of generalized fractional processes. |
scientific article |
Statements
On the eigenstructure of generalized fractional processes. (English)
0 references
14 February 2004
0 references
BLUE
0 references
Generalized long memory processes
0 references
Linear processes
0 references
Toeplitz matrix
0 references
