Showing 1 - 10 of 21
Persistent link: https://www.econbiz.de/10005756446
Persistent link: https://www.econbiz.de/10000078073
Persistent link: https://www.econbiz.de/10013396586
Persistent link: https://www.econbiz.de/10000067468
Persistent link: https://www.econbiz.de/10002475200
Persistent link: https://www.econbiz.de/10005598581
The field of discrete-time fractional ARMA processes is now of longstanding interest. However, to the best of the author's knowledge, continuous time fractional ARMA processes have not yet been defined. This paper defines such a family, and proves several probabilistic results concerning the...
Persistent link: https://www.econbiz.de/10005223009
Persistent link: https://www.econbiz.de/10005756285
Persistent link: https://www.econbiz.de/10005756440
Persistent link: https://www.econbiz.de/10005375885