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Long memory estimation in a non-Gaussian bivariate process

  • Ledys Salazar
  • , S. Torres
  • , Jozef Kiselak
  • , F. Fuders
  • , N. Ishimura
  • , Y. Yoshizawa
  • , Milan Stehlik

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Article number126871
Number of pages16
JournalApplied Mathematics and Computation
Volume420
Early online date2021
DOIs
Publication statusPublished - 01 May 2022

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 10 - Reduced Inequalities
    SDG 10 Reduced Inequalities
  2. SDG 17 - Partnerships for the Goals
    SDG 17 Partnerships for the Goals

Fields of science

  • 101007 Financial mathematics
  • 101018 Statistics
  • 101024 Probability theory
  • 101026 Time series analysis
  • 101029 Mathematical statistics
  • 102009 Computer simulation
  • 102035 Data science
  • 502025 Econometrics
  • 502051 Economic statistics
  • 509 Other Social Sciences

JKU Focus areas

  • Digital Transformation
  • Transformation in Finance and Financial Institutions

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