On the eigenstructure of generalized fractional processes

dc.creatorPalma, W
dc.creatorBondon, P
dc.date.accessioned2024-01-10T13:15:52Z
dc.date.accessioned2024-05-02T17:56:53Z
dc.date.available2024-01-10T13:15:52Z
dc.date.available2024-05-02T17:56:53Z
dc.date.created2024-01-10T13:15:52Z
dc.date.issued2003
dc.identifier10.1016/j.spl.2003.07.008
dc.identifier0167-7152
dc.identifierhttps://doi.org/10.1016/j.spl.2003.07.008
dc.identifierhttps://repositorio.uc.cl/handle/11534/78538
dc.identifierWOS:000186624200003
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/9269420
dc.description.abstractThis work establishes bounds for the eigenvalues of the covariance matrix from a general class of stationary processes. These results are applied to the statistical analysis of the large sample behavior of estimates and testing procedures of generalized long memory models, including Seasonal ARFIMA and k-factor GARMA processes, among others. (C) 2003 Elsevier B.V. All rights reserved.
dc.languageen
dc.publisherELSEVIER SCIENCE BV
dc.rightsacceso restringido
dc.subjectBLUE
dc.subjectgeneralized long memory processes
dc.subjectlinear processes
dc.subjectToeplitz matrix
dc.subjectMODEL
dc.titleOn the eigenstructure of generalized fractional processes
dc.typeartículo


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