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A complete asymptotic series for the autocovariance function of a long memory process - MaRDI portal

A complete asymptotic series for the autocovariance function of a long memory process (Q299260)

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scientific article; zbMATH DE number 6596546
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A complete asymptotic series for the autocovariance function of a long memory process
scientific article; zbMATH DE number 6596546

    Statements

    A complete asymptotic series for the autocovariance function of a long memory process (English)
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    22 June 2016
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    autocovariance
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    asymptotic expansion
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    critical point
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    Fourier integral
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    long memory
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