Some alternative approaches in the analysis of ARFIMA (p,d,q) process

Some alternative approaches in the analysis of ARFIMA (p,d,q) process

Detalhes bibliográficos
Autor principal: Gonzaga, Alex C.
Formato: Tese
Idioma:English
Publicado em: 2001.
Assuntos:
Autocorrelation (Statistics).
Time-series analysis.
Wavelets (Mathematics).
Lyapunov exponents.