Browsing by Author "Bondon, P"

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    On the eigenstructure of generalized fractional processes
    (ELSEVIER SCIENCE BV, 2003) Palma, W; Bondon, P
    This 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.