Open AccessFractionally Integrated Moving Average Stable Processes With Long-Range Dependence
Author(s) -
Guilherme L. Feltes,
Sílvia R. C. Lopes
Publication year - 2022
Publication title -
latin american journal of probability and mathematical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v19-23
Subject(s) - autocovariance , mathematics , integration by parts , range (aeronautics) , measure (data warehouse) , class (philosophy) , function (biology) , pure mathematics , mathematical analysis , order (exchange) , isometry (riemannian geometry) , statistical physics , physics , fourier transform , computer science , materials science , finance , database , artificial intelligence , evolutionary biology , economics , composite material , biology
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