Open AccessFractionally Integrated Moving Average Stable Processes With Long-Range Dependence
Author(s) -
G.L. Feltes,
Sílvia da Silva Lopes
Publication year - 2022
Publication title -
alea
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