On the computation of autocovariances for generalized Gegenbauer processes (Q3145545)
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scientific article; zbMATH DE number 6117835
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| English | On the computation of autocovariances for generalized Gegenbauer processes |
scientific article; zbMATH DE number 6117835 |
Statements
21 December 2012
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ARFIMA
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exponential model
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FEXP model
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GARMA
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k-factor GARMA
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k-factor GEXP
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long memory
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maximum likelihood
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SARFIMA
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seasonality
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spectral density
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tables
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0.8034428954124451
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0.7979925274848938
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0.7872248888015747
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0.7866625785827637
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0.7812737226486206
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