Department of Economics and Business Economics

State space modeling of Gegenbauer processes with long memory

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • G.S. Dissanayake, University of Sydney, School of Mathematics and Statistics, Australia
  • M.S. Peiris, University of Sydney, School of Mathematics and Statistics, Australia
  • Tommaso Proietti
Original languageEnglish
JournalComputational Statistics & Data Analysis
Volume100
IssueAugust
Pages (from-to)115–130
Number of pages16
ISSN0167-9473
DOIs
Publication statusPublished - 2016

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