𝔖 Bobbio Scriptorium
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ACKNOWLEDGEMENT OF PRIORITY FOR “ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES”

✍ Scribed by Clifford M. Hurvich; Kaizo I. Beltrao


Book ID
111039738
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
40 KB
Volume
15
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


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A vector time series model with long-memory dependence is introduced. It is assumed that, at each time point, the observations are equi-correlated. The model is based on a fractionally differenced autoregressive process (long-memory) adjoined to a Gaussian sequence with constant autocorrelation. The