ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
Henry L. Gray,
Nien‐Fan Zhang and
Wayne A. Woodward
Journal of Time Series Analysis, 1994, vol. 15, issue 5, 561-562
Abstract:
Abstract. A sign error in the proof of Theorem 3 of the paper by Gray et al. (1989) slightly changes a result of that theorem. In this correction we note the error along with the resulting changes that should be made in the results and the proof of the theorem. Additionally, another minor error in the proof is noted which does not effect the result.
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:15:y:1994:i:5:p:561-562
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