On the eigenstructure of generalized fractional processes. (Q1423091)
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scientific article; zbMATH DE number 2041562
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| English | On the eigenstructure of generalized fractional processes. |
scientific article; zbMATH DE number 2041562 |
Statements
On the eigenstructure of generalized fractional processes. (English)
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14 February 2004
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BLUE
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Generalized long memory processes
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Linear processes
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Toeplitz matrix
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0.7964747548103333
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0.7805420756340027
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0.778967022895813
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0.7783786654472351
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0.7775772213935852
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