Open AccessPARAMETER ESTIMATION AND SPECTRUM OF FRACTIONAL ARIMA PROCESS
Author(s) -
Joo-Mok Kim,
Yun-Kyong Kim
Publication year - 2015
Publication title -
journal of applied mathematics and computing. series a
Language(s) - English
Resource type - Journals
ISSN - 1598-5857
DOI - 10.14317/jami.2015.203
Subject(s) - fractional brownian motion , mathematics , spectral density , autoregressive integrated moving average , brownian motion , gaussian process , spectrum (functional analysis) , statistical physics , gaussian , estimation theory , probability density function , mathematical analysis , mathematical optimization , statistics , time series , physics , quantum mechanics