Advancement of fractionally differenced Gegenbauer processes with long memory

Authors

  • G. S. Dissanayake University of Sydney

Keywords:

Long Memory, Kalman Filter, State Space Model, Stationarity, Unit Roots

Abstract

DOI: 10.1017/S0004972716000241

Author Biography

G. S. Dissanayake, University of Sydney

Postdoctoral Research Associate, School of Mathematics and Statistics, University of Sydney, Australia.

Published

2016-06-16

Issue

Vol. 94 No. 1 (2016)

Section

Abstracts of PhD Theses
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