On the eigenstructure of generalized fractional processes.
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Publication:1423091
DOI10.1016/j.spl.2003.07.008zbMath1048.62087MaRDI QIDQ1423091
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.07.008
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G12: General second-order stochastic processes
15A18: Eigenvalues, singular values, and eigenvectors
62F05: Asymptotic properties of parametric tests
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