Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence

DOI10.1111/j.1467-842X.2004.00329.xzbMath1080.60034OpenAlexW2017056244MaRDI QIDQ4669474

V. V. Anh, Viktoria P. Knopova, Nikolai N. Leonenko

Publication date: 15 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00329.x

zbMATH Keywords

second order stationary processGegenbauer process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) General second-order stochastic processes (60G12)

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