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 proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Processes with Long-Range Correlations: Theory and Applications
Pages	225-250
Number of pages	26
Volume	621
Publication status	Published - 2003

Name	Lecture Notes in Physics
Volume	621

Cite this

@inbook{75e6b4eaa733480ab031814a8c2d92a8,

title = "Semiparametric modeling of stochastic and deterministic trends and fractional stationarity",

author = "Yuanhua Feng and J. Beran and G. Franke and D. Hess and D. Ocker",

year = "2003",

language = "English",

isbn = "978-3540401292",

volume = "621",

series = "Lecture Notes in Physics",

pages = "225--250",

booktitle = "Processes with Long-Range Correlations: Theory and Applications",

}

Semiparametric modeling of stochastic and deterministic trends and fractional stationarity. / Feng, Yuanhua; Beran, J.; Franke, G. et al.
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 proceeding › Chapter (peer-reviewed) › peer-review

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 -