Gegenbauer Processes

Gegenbauer Processes is a class of long-memory time series models characterized by a fractional differencing operator applied to complex poles on the unit circle, distinguished from other long-memory processes by their ability to capture seasonal or cyclical long-range dependence through the Gegenbauer polynomial filter.

94

Publications

4.1K

Citations

182

Authors

120

Institutions

Publications per year

2017–2026

26

Variants

Garma ProcessesGegenbauer Long-memory Processes

Authors

182

  1. DG
    Dominique Guégan

    Université Paris 1 Panthéon-Sorbonne, France

    4 publications · 112 citations

    4

    h-index

  2. SN
    Seung-il Nam

    Pusan National University, South Korea

    3 publications · 106 citations

    3

    h-index

  3. AV
    A. V. Pimikov

    Ruhr University Bochum, Germany

    3 publications · 139 citations

    3

    h-index

  4. FT
    Fang Tong

    Northwestern Polytechnical University, China

    3 publications · 70 citations

    3

    h-index

  5. NG
    N. G. Stefanis

    Ruhr University Bochum, Germany

    3 publications · 164 citations

    3

    h-index

1–5 of 182

Venues

  1. 7

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  2. Physics Letters B

    5 publications · 436 citations

    5

    h-index

  3. Journal of High Energy Physics

    JHEP · 4 publications · 100 citations

    5

    h-index

  4. Applied Numerical Mathematics

    5 publications · 96 citations

    5

    h-index

  5. 4

    h-index

1–5