Long memory and stochastic trend.

DOI10.1016/S0167-7152(02)00347-4zbMath1101.62371OpenAlexW1964855247MaRDI QIDQ1424482

Marie-Claude Viano, Remigijus Leipus

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00347-4

zbMATH Keywords

Poisson processLong memoryMixture modelCompoundCompound Binomial processStochastic trend

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic models in economics (91B70)

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