Almost periodically correlated processes with long memory

DOI10.1007/0-387-36062-X_8zbMath1332.62339MaRDI QIDQ3416890

Marie-Claude Viano, Anne Philippe, Donatas Surgailis

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Randomly fractionally integrated processes ⋮ The increment ratio statistic ⋮ Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory

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