Long‐Range Dependence And Mixing For Discrete Time Fractional Processes
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DOI: 10.1111/j.1467-9892.1995.tb00237.x
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References listed on IDEAS
- Uwe Hassler, 1993. "Regression Of Spectral Estimators With Fractionally Integrated Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(4), pages 369-380, July.
- Viano, M. C. & Deniau, C. & Oppenheim, G., 1994. "Continuous-time fractional ARMA processes," Statistics & Probability Letters, Elsevier, vol. 21(4), pages 323-336, November.
- Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
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Cited by:
- G. Oppenheim & M. Haye & M.-C. Viano, 2000. "Long Memory with Seasonal Effects," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 53-68, January.
- Gao, Jiti & Anh, Vo & Heyde, Chris, 2002.
"Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency,"
Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 295-321, June.
- Gao, jiti & Anh, vo & Heyde, christopher, 1999. "Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency," MPRA Paper 11972, University Library of Munich, Germany, revised 23 Oct 2001.
- Ould Haye, Mohamedou & Philippe, Anne, 2011. "Marginal density estimation for linear processes with cyclical long memory," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1354-1364, September.
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