Almost periodically correlated processes with long memory

DOI10.1007/0-387-36062-X_8MaRDI QIDQ3416890zbMATH OpenFDO

Authors Anne Philippe, Donatas Surgailis, Marie-Claude Viano

Publication date 9 January 2007

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-36062-X_8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(3)

• Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory
• Randomly fractionally integrated processes
• The increment ratio statistic

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