Semiparametric modeling of stochastic and deterministic trends and fractional stationarity

Yuanhua Feng, J. Beran, G. Franke, D. Hess, D. Ocker

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish
Title of host publicationProcesses with Long-Range Correlations: Theory and Applications
Pages225-250
Number of pages26
Volume621
Publication statusPublished - 2003

Publication series

NameLecture Notes in Physics
Volume621

Cite this

Feng, Y., Beran, J., Franke, G., Hess, D., & Ocker, D. (2003). Semiparametric modeling of stochastic and deterministic trends and fractional stationarity. In Processes with Long-Range Correlations: Theory and Applications (Vol. 621, pp. 225-250). (Lecture Notes in Physics; Vol. 621).