Randomly fractionally integrated processes (Q2471657)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomly fractionally integrated processes |
scientific article |
Statements
Randomly fractionally integrated processes (English)
0 references
18 February 2008
0 references
fractional derivatives and integrals
0 references
self-similar processes
0 references
central limit theorem
0 references
noncentral limit theorems
0 references
FARIMA process
0 references
0 references
0 references
0 references
0 references
