Fractionally differenced Gegenbauer processes with long memory: a review (Q1630399)
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scientific article; zbMATH DE number 6991127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractionally differenced Gegenbauer processes with long memory: a review |
scientific article; zbMATH DE number 6991127 |
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Fractionally differenced Gegenbauer processes with long memory: a review (English)
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10 December 2018
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Gegenbauer process
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long memory
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heteroskedasticity
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fractional difference
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volatility
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spectral density
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stationarity
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invertibility
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time series
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econometric research
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