An explicit representation of Verblunsky coefficients
Year of publication: |
2012
|
---|---|
Authors: | Bingham, N.H. ; Inoue, Akihiko ; Kasahara, Yukio |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 403-410
|
Publisher: |
Elsevier |
Subject: | Verblunsky coefficients | Partial autocorrelation functions | Phase functions | FARIMA processes | Long memory |
-
International asset prices : empirical evidence
Leonardo Morales-Arias, (2009)
-
Modelling Profitability of Private Equity: A Fractional Integration Approach
Caporale, Guglielmo Maria, (2022)
-
Persistence in High Frequency Financial Data
Caporale, Guglielmo Maria, (2022)
- More ...
-
Inoue, Akihiko, (2004)
-
Duals of random vectors and processes with applications to prediction problems with missing values
Kasahara, Yukio, (2009)
-
Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
Inoue, Akihiko, (2008)
- More ...