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Long memory and stochastic trend. - MaRDI portal

Long memory and stochastic trend. (Q1424482)

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scientific article; zbMATH DE number 2055340
Language Label Description Also known as
English
Long memory and stochastic trend.
scientific article; zbMATH DE number 2055340

    Statements

    title
    Long memory and stochastic trend. (English)
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    author
    Remigijus Leipus
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    Marie-Claude Viano
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    publication date
    14 March 2004
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    zbMATH Keywords
    Long memory
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    Stochastic trend
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    Compound Binomial process
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    Compound
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    Poisson process
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    Mixture model
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    91B70
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    60G51
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    zbMATH DE Number
    2055340
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    OpenAlex ID
    W1964855247
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