Continuous‐Time Stochastic Processes with Cyclical Long‐Range Dependence

• 2 June 2004
• journal article
• Published by Wiley in Australian & New Zealand Journal of Statistics
• Vol. 46  (2) , 275-296
• https://doi.org/10.1111/j.1467-842x.2004.00329.x

Abstract

Keywords

• GEGENBAUER PROCESS
• LONG‐RANGE DEPENDENCE
• STATIONARY PROCESSES