Long memory and long run variation (Q2628841)

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Long memory and long run variation
scientific article

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    title
    Long memory and long run variation (English)
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    publication date
    18 July 2016
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    Mathematics Subject Classification ID
    62M10
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    62M09
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    62M15
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    62G20
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    62P20
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    zbMATH DE Number
    6604085
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    zbMATH Keywords
    asymptotic expansion
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    autocovariance function
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    fractional pole
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    Fourier integral
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    generalized function
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    long memory
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    long range dependence
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    singularity
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    OpenAlex ID
    W3124527280
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