Non-mixing properties of long memory processes;Propriétés de non-mélangeance de certains processus à mémoire longue

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 333, Issue 4, 2001, Pages 373-376

  Guégan, Dominique ^a   Ladoucette, Sophie ^a,b  

^a UNIVERSITÉ DE REIMS CHAMPAGNE ARDENNE   (France)

^b BANQUE DE FRANCE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18044402349     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(01)02052-3     Document Type: Article

References (10)

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7. Ibragimov I.A., Rozanov Y.A. Processus aléatoires Gaussiens. Mir Ed. 1974;Moscow.
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9. Rainville E.D. Special Functions. 1960;Macmillan, New York.
10. Wayne A., Woodward W.A., Cheng Q.C., Gray H.L. A k -factor GARMA long memory model. J.T.S.A. 19:(5):1998;485-504.