Aggregation of the generalized fractional processes
type: Item
instance of: scholarly article
title: Aggregation of the generalized fractional processes
zbMATH Open document ID: 1302.91198
author: Jingwei Sun
author: Wendong Shi
published in: Economics Letters
publication date: 2015-01-12T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6385532
zbMATH Keywords: aggregation
zbMATH Keywords: long memory
zbMATH Keywords: frequency domain
zbMATH Keywords: generalized fractional processes
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.05.026
OpenAlex ID: W2095308647
cites work: Estimating a generalized long memory process
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cites work: Fractional differencing
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cites work: Why Aggregate Long Memory Time Series?
cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT
DOI: 10.1016/J.ECONLET.2014.05.026
description: scientific article; zbMATH DE number 6385532