Randomly fractionally integrated processes
DOI10.1007/s10986-007-0001-2zbMath1144.60026OpenAlexW2046009064MaRDI QIDQ2471657
Gabriel Lang, Paul Doukhan, Donatas Surgailis
Publication date: 18 February 2008
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-007-0001-2
central limit theoremself-similar processesfractional derivatives and integralsnoncentral limit theoremsFARIMA process
Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Self-similar stochastic processes (60G18)
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