Random sampling of long-memory stationary processes
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Publication:2266882
DOI10.1016/j.jspi.2009.10.011zbMath1182.62182arXiv0810.1718OpenAlexW2015838452MaRDI QIDQ2266882
Marie-Claude Viano, Anne Philippe
Publication date: 26 February 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.1718
spectral densityaliasingFARIMA processesregularly varying covariancegeneralised fractional processesseasonal long-memory
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (2)
Asymptotic behavior of functionals of cyclic long-range dependent random fields ⋮ Random discretization of stationary continuous time processes
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