A note on calculating autocovariances of long‐memory processes (Q4677006)
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scientific article; zbMATH DE number 2169581
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on calculating autocovariances of long‐memory processes |
scientific article; zbMATH DE number 2169581 |
Statements
A note on calculating autocovariances of long‐memory processes (English)
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20 May 2005
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long memory
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generalized integrated process
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GARMA
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ARFIMA process
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0.8112441897392273
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0.7832825183868408
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0.7788825035095215
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0.7679270505905151
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0.7612895369529724
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