Long memory and long run variation (Q2628841)
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scientific article; zbMATH DE number 6604085
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Long memory and long run variation |
scientific article; zbMATH DE number 6604085 |
Statements
Long memory and long run variation (English)
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18 July 2016
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asymptotic expansion
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autocovariance function
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fractional pole
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Fourier integral
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generalized function
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long memory
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long range dependence
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singularity
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0.8377615213394165
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0.8367422223091125
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0.8331918120384216
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0.8271390199661255
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0.8169552087783813
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