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2016 | OriginalPaper | Chapter

7. Fractionally Differenced and Fractionally Integrated Processes

Author : Gennady Samorodnitsky

Published in: Stochastic Processes and Long Range Dependence

Publisher: Springer International Publishing

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Abstract

The adjective “fractional” appears frequently in the names of processes related to long-range dependence; two immediate examples are the fractional Brownian motion of Example 3.5.1 and the fractional Gaussian noise introduced in Section 5.1

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previous chapter Second-Order Theory of Long-Range Dependence

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Title: Fractionally Differenced and Fractionally Integrated Processes
Author: Gennady Samorodnitsky
Publisher: Springer International Publishing
Book: Stochastic Processes and Long Range Dependence
Print ISBN: 978-3-319-45574-7

Electronic ISBN: 978-3-319-45575-4

Copyright Year: 2016
DOI: https://doi.org/10.1007/978-3-319-45575-4_7