scientific article; zbMATH DE number 5224880
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Publication:5434008
zbMath1145.62068MaRDI QIDQ5434008
Publication date: 9 January 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
long memoryperiodogramnonlinear time seriesfractional differencingspectral density functionnon-Gaussian time seriessmall frequency asymptotics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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