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ON GENERALIZED FRACTIONAL PROCESSES - MaRDI portal

ON GENERALIZED FRACTIONAL PROCESSES (Q4203667)

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scientific article; zbMATH DE number 4123110
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English
ON GENERALIZED FRACTIONAL PROCESSES
scientific article; zbMATH DE number 4123110

    Statements

    title
    ON GENERALIZED FRACTIONAL PROCESSES (English)
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    author
    Henry L. Gray
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    Nien Fan Zhang
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    Wayne A. Woodward
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    publication date
    1989
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    zbMATH DE Number
    4123110
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    zbMATH Keywords
    time series
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    fractional differences
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    stationary long-memory processes
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    fractional autoregressive moving-average
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    FARMA model
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    generating function of Gegenbauer polynomials
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    Gegenbauer autoregressive moving- average
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    long-term periodic behavior
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    GARMA process
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    generation of realizations
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    model identification
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    parameter estimation
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    sunspot data
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    OpenAlex ID
    W2010536381
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