We show in this article that fractionally integrated processes with Bloomfield (1973) exponential spectral disturbances can be well approximations to fractional models with AR disturbances. In fact, ...
The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...
Abstract: A direct integration algorithm for the evaluation of Sommerfeld integrals is presented. This algorithm does not require the deformation of the integration path to avoid spectral ...
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