Extended Fractional Gaussian Noise and Simple ARFIMA Approximations
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Publication:4928522
DOI10.2202/1941-1928.1063zbMath1266.62068OpenAlexW1516728751MaRDI QIDQ4928522
Publication date: 14 June 2013
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1941-1928.1063
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Eigenvalues, singular values, and eigenvectors (15A18)
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