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 |
|---|---|---|---|
| English | A note on calculating autocovariances of long‐memory processes |
scientific article; zbMATH DE number 2169581 |
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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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