Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (Q3605051)
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scientific article; zbMATH DE number 5509552
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| English | Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory |
scientific article; zbMATH DE number 5509552 |
Statements
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory (English)
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19 February 2009
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nonstationary long memory
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time-varying fractional integration
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partial sums
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self-similar processes
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asymptotically stationary increments
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0.9321463704109192
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0.8525476455688477
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0.8421427011489868
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0.8257810473442078
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0.824730396270752
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