Humbert generalized fractional differenced ARMA processes

DOI10.1016/j.cnsns.2023.107412arXiv2303.12377MaRDI QIDQ6177839

Nikolai N. Leonenko, Unnamed Author, Unnamed Author, Monika Singh Dhull

Publication date: 31 August 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.12377

zbMATH Keywords

spectral densitystationary processessingular spectrumHumbert polynomialsseasonal long memoryGegenbauer processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (1)

On fractional spherically restricted hyperbolic diffusion random field

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