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Generalized Fractional Processes with Conditional Heteroscedasticity Cover

Generalized Fractional Processes with Conditional Heteroscedasticity

Sri Lankan Journal of Applied Statistics
Volume 12 (2011): Issue 0
By:  and    
Open Access
|Dec 2012
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DOI: https://doi.org/10.4038/sljastats.v12i0.4964 | Journal eISSN: 2424-6271
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Language: English
Page range: 1 - 12
Published on: Dec 2, 2012
Published by: The Institute of Applied Statistics, Sri Lanka
In partnership with: Paradigm Publishing Services
Keywords:
Long memory,
Gegenbauer Polynomials,
Heteroscedasticity,
Fractional Dierence,
Volatility,
Spectral Density,
Stationarity,
Invertibility

© 2012 Gnanadarsha Dissanayake, Shelton Peiris, published by The Institute of Applied Statistics, Sri Lanka
This work is licensed under the Creative Commons License.

Volume 12 (2011): Issue 0
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