Hyperbolic Decay Time Series
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Publication:4216180
DOI10.1111/1467-9892.00104zbMath0904.62104arXiv1611.00826MaRDI QIDQ4216180
Publication date: 25 January 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.00826
long-range dependence; fractional differencing; fractional Gaussian noise; covariance determinant; duality in time series; minimum mean-square-error predictor; nonstationary time series modelling
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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