Now showing items 1-1 of 1

    • Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory 

      Dissanayake, Gnanadarsha (University of Sydney. School of Mathematics & Statistics., 2015-02)
      The class of long memory time series models involving Gegenbauer processes is investigated in detail in terms of formulation, parameter estimation, prediction and testing. Corresponding truncated AR (autoregressive) and ...