DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (Q2937710)
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| Language | Label | Description | Also known as |
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| English | DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES |
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DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES (English)
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12 January 2015
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long-range dependence
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multivariate time series
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phase parameter
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time and spectral domains
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linear and causal representations
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trigonometric power-law coefficients
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FARIMA
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