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Time-Varying Fractionally Integrated Processes with Nonstat..:
Philippe, A.
;
Surgailis, D.
;
Viano, M.-C.
Theory of Probability & Its Applications. 52 (2008) 4 - p. 651-673 , 2008
Link:
https://doi.org/10.1137/s0040585x97983304
RT Journal T1 <Title>Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_s0040585x97983304&Exemplar=1&LAN=DE A1 Philippe, A. A1 Surgailis, D. A1 Viano, M.-C. PB Society for Industrial & Applied Mathematics (SIAM) YR 2008 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 52 IS 4 SP 651 OP 673 LK http://dx.doi.org/https://doi.org/10.1137/s0040585x97983304 DO https://doi.org/10.1137/s0040585x97983304 SF ELIB - SuUB Bremen
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