A generalized fractionally differencing approach in long-memory modeling
Copyright policy )A generalized fractionally differencing approach in long-memory modeling
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- Heidelberg University Germany
exact asymptotics, peaks, asymptotic expansions, ddc-510, long-memory time series, Gegenbauer polynomials, Time series, auto-correlation, regression, etc. in statistics (GARCH), 510 Mathematics, Whittle's estimate, long-range periodical behavior, covariance function, zeros, Inference from stochastic processes and spectral analysis, fractional ARUMA models, fractional ARIMA models, spectrum frequencies
exact asymptotics, peaks, asymptotic expansions, ddc-510, long-memory time series, Gegenbauer polynomials, Time series, auto-correlation, regression, etc. in statistics (GARCH), 510 Mathematics, Whittle's estimate, long-range periodical behavior, covariance function, zeros, Inference from stochastic processes and spectral analysis, fractional ARUMA models, fractional ARIMA models, spectrum frequencies
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