scientific article; zbMATH DE number 3982353

zbMATH Open0607.62111MaRDI QIDQ3746737FDOQ3746737

Authors Jiří Anděl 

Publication date 1986

Full work available at URL https://eudml.org/doc/28174

zbMATH Keywords

covariance functionspectral densityperiodogramstationary processhydrological time seriesseasonal fractionally differenced white noiseseasonal persistent processtime series models with a long memory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional differencing
• Long memory relationships and the aggregation of dynamic models
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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