Aggregation of autoregressive processes and long memory

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Publication:6211592

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arXiv0811.1917MaRDI QIDQ6211592

Lisandro J. Fermín, Didier Dacunha-Castelle

Publication date: 12 November 2008

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Sums of independent random variables; random walks (60G50)

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