scientific article

zbMath0649.62086MaRDI QIDQ3795104

Jiří Anděl, M. E. Gómez

Publication date: 1988

Full work available at URL: http://www.kybernetika.cz/content/1988/1/1

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

covariance functionspectral densitytwo- dimensional modelback-shift operatormoving average representationslong memory dependenceautoregressive representationsExact formulae

Mathematics Subject Classification ID

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

Cites Work

• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• The asymptotic theory of linear time-series models
• Unnamed Item

This page was built for publication: