Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Theoretical Results on FIEGARCH Processes - MaRDI portal

Theoretical Results on FIEGARCH Processes

From MaRDI portal

Publication:6230377

Jump to:navigation, search

DOI10.1016/J.PHYSA.2014.01.029zbMath1395.60046arXiv1201.4129MaRDI QIDQ6230377

Taiane Schaedler Prass, Sílvia R. C. Lopes

Publication date: 19 January 2012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22)

This page was built for publication: Theoretical Results on FIEGARCH Processes

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6230377&oldid=35751168"