Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
Bibliografische Angaben
Mai 2025, Englisch
Oxford Academic
978-0-19-895517-7
Schlagworte
Inhalt
Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
