An introduction to vector Gegenbauer processes with long memory

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DOI10.1002/sta4.197MaRDI QIDQ6541468

M. Shelton Peiris, Hao Wu

Publication date: 19 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

random estimation spectrum innovations conditional expectation long memory periodogram forecasting regression autocorrelation fractional differencing second order solution GARMA vector GARMA models

Mathematics Subject Classification ID

Statistics (62-XX)

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