On the eigenstructure of generalized fractional processes

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dc.contributor.authorPalma, W
dc.contributor.authorBondon, P
dc.date.accessioned2024-01-10T13:15:52Z
dc.date.available2024-01-10T13:15:52Z
dc.date.issued2003
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.fechaingreso.objetodigital11-04-2024
dc.format.extent9 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.spl.2003.07.008
dc.identifier.issn0167-7152
dc.identifier.urihttps://doi.org/10.1016/j.spl.2003.07.008
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/78538
dc.identifier.wosidWOS:000186624200003
dc.information.autorucMatemática;Palma W;S/I;100091
dc.issue.numero2
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final101
dc.pagina.inicio93
dc.publisherELSEVIER SCIENCE BV
dc.revistaSTATISTICS & PROBABILITY LETTERS
dc.rightsacceso restringido
dc.subjectBLUE
dc.subjectgeneralized long memory processes
dc.subjectlinear processes
dc.subjectToeplitz matrix
dc.subjectMODEL
dc.subject.ods08 Decent Work and Economic Growth
dc.subject.odspa08 Trabajo decente y crecimiento económico
dc.titleOn the eigenstructure of generalized fractional processes
dc.typeartículo
dc.volumen65
sipa.codpersvinculados100091
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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