Hyperbolic Decay Time Series (Q4216180)
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scientific article; zbMATH DE number 1213795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hyperbolic Decay Time Series |
scientific article; zbMATH DE number 1213795 |
Statements
Hyperbolic Decay Time Series (English)
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25 January 1999
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covariance determinant
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duality in time series
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fractional differencing
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fractional Gaussian noise
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long-range dependence
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minimum mean-square-error predictor
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nonstationary time series modelling
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