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scientific article

    Statements

    author
    Jan Mielniczuk
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    Piotr Wojdyłło
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    publication date
    18 May 2007
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    zbMATH Keywords
    decorrelation property
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    spectral density
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    time series
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    FGN
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    fractional autoregressive integrated moving average
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    FARIMA
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    long-range dependence
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    fractional Gaussian noise
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    Hurst exponent
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65T60
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    42C40
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    62M15
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    zbMATH DE Number
    5154903
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