A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies

DOI10.12988/IJCMS.2006.06057zbMATH Open1158.62088OpenAlexW2495056890MaRDI QIDQ3598757

Luis A. Gil-Alana

Publication date: 3 February 2009

Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/21b6fab8f85f65508e251db05c8ea259f138febe

zbMATH Keywords

Gegenbauer processesfractional cycles

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15)

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