Hyperbolic decay time series

Journal of Time Series Analysis

Volumn 19, Issue 4, 1998, Pages 473-483

  McLeod, A I ^a  

^a NONE

Author keywords

Covariance determinant; Duality in time series; Fractional differencing and fractional gaussian noise; Long range dependence; Minimum mean square error predictor; Non stationary time series modelling

Indexed keywords

EID: 0038935353     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00104     Document Type: Article

References (21)

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