Hyperbolic Decay Time Series

DOI10.1111/1467-9892.00104zbMath0904.62104arXiv1611.00826OpenAlexW3099775065MaRDI QIDQ4216180

A. Ian McLeod

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

zbMATH Keywords

long-range dependencefractional differencingfractional Gaussian noisecovariance determinantduality in time seriesminimum mean-square-error predictornonstationary time series modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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