Aggregation of the generalized fractional processes
Jingwei Sun; Wendong Shi
| 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 | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010493645