@inproceedings{84f75beefda449f8979b55a3a9a88573,

title = "Stochastic and statistical analysis of long-range dependent processes with `Mathematica'",

abstract = "Mathematical models of stationary long-range dependent processes are more complicated then ordinary autoregressive models as they involve fractional difference equations (or, even fractional differential equations in continuous time case). The explicit representation of solutions of these equations requires special functions like hypergeometric or Gegenbauer polynomials. This paper demonstrates that Mathematica capability doing symbolic calculations makes both stochastic and statistical analysis of stationary processes with long memory easier.",

author = "A. Novikov and N. Kordzakhia",

year = "1997",

language = "English",

isbn = "9525153029",

series = "INTERNATIONAL MATHEMATICA SYMPOSIUM",

publisher = "Computational Mechanics Publications",

pages = "369--376",

editor = "V. Keranen and P. Mitic and A. Hietamaki",

booktitle = "Innovations in Mathematics",

note = "2nd International Mathematica Symposium (IMS 97) ; Conference date: 29-06-1997 Through 04-07-1997",

}