Publication:3746737
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zbMath0607.62111MaRDI QIDQ3746737
Publication date: 1986
Full work available at URL: https://eudml.org/doc/28174
covariance function; periodogram; stationary process; spectral density; hydrological time series; seasonal fractionally differenced white noise; seasonal persistent process; time series models with a long memory
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
62M15: Inference from stochastic processes and spectral analysis
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Cites Work
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- Long memory relationships and the aggregation of dynamic models
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Fractional Brownian Motions, Fractional Noises and Applications
