Invariance principles for tempered fractionally integrated processes (Q1615896)
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scientific article; zbMATH DE number 6969515
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| English | Invariance principles for tempered fractionally integrated processes |
scientific article; zbMATH DE number 6969515 |
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Invariance principles for tempered fractionally integrated processes (English)
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31 October 2018
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invariance principle
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tempered linear process
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autoregressive fractionally integrated moving average
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tempered fractional stable/Brownian motion
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tempered fractional unit root distribution
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0.8136308789253235
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0.7936934232711792
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0.7901707887649536
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0.7738429307937622
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