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).
Feng, Yuanhua ; Beran, J. ; Franke, G. ; Hess, D. ; Ocker, D. / Semiparametric modeling of stochastic and deterministic trends and fractional stationarity. Processes with Long-Range Correlations: Theory and Applications. Vol. 621 2003. pp. 225-250 (Lecture Notes in Physics).
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year = "2003",
language = "English",
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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, Lecture Notes in Physics, vol. 621, pp. 225-250.

Semiparametric modeling of stochastic and deterministic trends and fractional stationarity. / Feng, Yuanhua; Beran, J.; Franke, G.; Hess, D.; Ocker, D.

Processes with Long-Range Correlations: Theory and Applications. Vol. 621 2003. p. 225-250 (Lecture Notes in Physics; Vol. 621).

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

TY - CHAP

T1 - Semiparametric modeling of stochastic and deterministic trends and fractional stationarity

AU - Feng, Yuanhua

AU - Beran, J.

AU - Franke, G.

AU - Hess, D.

AU - Ocker, D.

PY - 2003

Y1 - 2003

M3 - Chapter (peer-reviewed)

SN - 978-3540401292

VL - 621

T3 - Lecture Notes in Physics

SP - 225

EP - 250

BT - Processes with Long-Range Correlations: Theory and Applications

ER -

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