Aggregation of the generalized fractional processes
Year of publication: |
2014
|
---|---|
Authors: | Sun, Jingwei ; Shi, Wendong |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 2, p. 258-262
|
Subject: | Aggregation | Long memory | Frequency domain | Generalized fractional processes | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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