Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026)
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scientific article; zbMATH DE number 6561923
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| English | Generating schemes for long memory processes: regimes, aggregation and linearity |
scientific article; zbMATH DE number 6561923 |
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Generating schemes for long memory processes: regimes, aggregation and linearity (English)
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1 April 2016
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long memory
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regime-switching
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aggregation
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Lévy motion
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0.828859806060791
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0.8091371059417725
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0.8013966083526611
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0.7999776005744934
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