Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399)
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scientific article; zbMATH DE number 6991127
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| English | Fractionally differenced Gegenbauer processes with long memory: a review |
scientific article; zbMATH DE number 6991127 |
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Fractionally differenced Gegenbauer processes with long memory: a review (English)
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10 December 2018
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Gegenbauer process
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long memory
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heteroskedasticity
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fractional difference
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volatility
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spectral density
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stationarity
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invertibility
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time series
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econometric research
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0.7967682480812073
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0.7869768738746643
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0.7866625785827637
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0.7798784375190735
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0.7790157794952393
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