Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach
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Publication:2742773
DOI10.1111/1467-9892.00173zbMath0974.62083OpenAlexW1971918959MaRDI QIDQ2742773
Remigijus Leipus, Marie-Claude Viano
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00173
invariance principlegeneralized fractional processesalpha-stable linear processesfractional filtersseasonal long-memory
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stable stochastic processes (60G52)
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