3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2023★ 3 cited
Humbert Generalized Fractional Differenced ARMA Processes
Niharika Bhootna, Monika Singh Dhull, Arun Kumar +1
In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarit…
math.ST2022
GARTFIMA Process and its Empirical Spectral Density Based Estimation
Niharika Bhootna, Arun Kumar
In this article, we introduce a Gegenbauer autoregressive tempered fractionally integrated moving average (GARTFIMA) process. We work on the spectral density and autocovariance fun…
math.ST2021
Tempered Stable Autoregressive Models
Niharika Bhootna, Arun Kumar
In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal…