General autoregressive models with long-memory noise (Q1862209)
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scientific article; zbMATH DE number 1879355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General autoregressive models with long-memory noise |
scientific article; zbMATH DE number 1879355 |
Statements
General autoregressive models with long-memory noise (English)
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10 March 2003
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fractional Brownian motion
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general autoregressive model
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least-squares estimator
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multiple Wiener-Itô integral
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standard Brownian motion
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stochastic integral
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long-memory process
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