An explicit representation of Verblunsky coefficients
Year of publication: |
2012
|
---|---|
Authors: | Bingham, N.H. ; Inoue, Akihiko ; Kasahara, Yukio |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 403-410
|
Publisher: |
Elsevier |
Subject: | Verblunsky coefficients | Partial autocorrelation functions | Phase functions | FARIMA processes | Long memory |
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