Article, 2016

State space modeling of Gegenbauer processes with long memory

COMPUTATIONAL STATISTICS & DATA ANALYSIS, ISSN 0167-9473, Volume 100, Pages 115-130, 10.1016/j.csda.2014.09.014

Contributors

Dissanayake, Gnanadarsha S. (Corresponding author) [1] Peiris, Shelton 0000-0002-2612-0831 [1] Proietti, Tommaso 0000-0001-5285-7522 [2] [3]

Affiliations

  1. [1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
    2. [NORA names: Australia; Oceania; OECD];
  2. [2] CREATES, Aarhus, Denmark
    3. [NORA names: Unclear Universities; University; Denmark; Europe, EU; Nordic; OECD];
  3. [3] Univ Roma Tor Vergata, I-00173 Rome, Italy
    4. [NORA names: Italy; Europe, EU; OECD]

Abstract

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Keywords

Gegenbauer processes, Long memory, State space models

Data Provider: Clarivate

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