A generalized fractionally differencing approach in long-memory modeling
type: Item
instance of: scholarly article
title: A generalized fractionally differencing approach in long-memory modeling
zbMATH Open document ID: 0837.62066
DOI: 10.1007/BF02337754
author: L. Giraitis
author: Remigijus Leipus
published in: Lithuanian Mathematical Journal
publication date: 1996-02-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 846594
zbMATH Keywords: fractional ARIMA models
zbMATH Keywords: fractional ARUMA models
zbMATH Keywords: long-memory time series
zbMATH Keywords: long-range periodical behavior
zbMATH Keywords: spectrum frequencies
zbMATH Keywords: exact asymptotics
zbMATH Keywords: covariance function
zbMATH Keywords: peaks
zbMATH Keywords: zeros
zbMATH Keywords: asymptotic expansions
zbMATH Keywords: Gegenbauer polynomials
zbMATH Keywords: Whittle's estimate
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 846594