{"id":"https://openalex.org/W2795253768","doi":"https://doi.org/10.1109/ssp.2018.8450836","title":"Jeffrey\u2019s Divergence Between Fractionally Integrated White Noises","display_name":"Jeffrey\u2019s Divergence Between Fractionally Integrated White Noises","publication_year":2018,"publication_date":"2018-06-01","ids":{"openalex":"https://openalex.org/W2795253768","doi":"https://doi.org/10.1109/ssp.2018.8450836","mag":"2795253768"},"language":"en","primary_location":{"id":"doi:10.1109/ssp.2018.8450836","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssp.2018.8450836","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE Statistical Signal Processing Workshop (SSP)","raw_type":"proceedings-article"},"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101398345","display_name":"Mahdi Saleh","orcid":"https://orcid.org/0000-0002-6690-5510"},"institutions":[{"id":"https://openalex.org/I160368002","display_name":"Lebanese University","ror":"https://ror.org/05x6qnc69","country_code":"LB","type":"education","lineage":["https://openalex.org/I160368002"]}],"countries":["LB"],"is_corresponding":true,"raw_author_name":"Mahdi Saleh","raw_affiliation_strings":["Dpt. of Physics and Electronics, Faculty of Sciences I, Lebanese University Hadath, LEBANON"],"affiliations":[{"raw_affiliation_string":"Dpt. of Physics and Electronics, Faculty of Sciences I, Lebanese University Hadath, LEBANON","institution_ids":["https://openalex.org/I160368002"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037826246","display_name":"\u00c9ric Grivel","orcid":"https://orcid.org/0000-0001-6720-8584"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210157089","display_name":"Laboratoire de l'Int\u00e9gration du Mat\u00e9riau au Syst\u00e8me","ror":"https://ror.org/04nabhy78","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I15057530","https://openalex.org/I4210091158","https://openalex.org/I4210095849","https://openalex.org/I4210157089","https://openalex.org/I4210160189"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Eric Grivel","raw_affiliation_strings":["Bordeaux university - INP Bordeaux - IMS - UMR CNRS, Talence, FRANCE"],"affiliations":[{"raw_affiliation_string":"Bordeaux university - INP Bordeaux - IMS - UMR CNRS, Talence, FRANCE","institution_ids":["https://openalex.org/I4210157089","https://openalex.org/I4210160189","https://openalex.org/I1294671590"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013638034","display_name":"Samir-Mohamad Omar","orcid":null},"institutions":[{"id":"https://openalex.org/I160368002","display_name":"Lebanese University","ror":"https://ror.org/05x6qnc69","country_code":"LB","type":"education","lineage":["https://openalex.org/I160368002"]}],"countries":["LB"],"is_corresponding":false,"raw_author_name":"Samir-Mohamad Omar","raw_affiliation_strings":["Dpt. of Physics and Electronics, Faculty of Sciences I, Lebanese University Hadath, LEBANON"],"affiliations":[{"raw_affiliation_string":"Dpt. of Physics and Electronics, Faculty of Sciences I, Lebanese University Hadath, LEBANON","institution_ids":["https://openalex.org/I160368002"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101398345"],"corresponding_institution_ids":["https://openalex.org/I160368002"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.03676179,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"139","last_page":"143"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9905999898910522,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9905999898910522,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9876999855041504,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-fractionally-integrated-moving-average","display_name":"Autoregressive fractionally integrated moving average","score":0.8499246835708618},{"id":"https://openalex.org/keywords/divergence","display_name":"Divergence (linguistics)","score":0.8254928588867188},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6037100553512573},{"id":"https://openalex.org/keywords/autoregressive\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.5556700229644775},{"id":"https://openalex.org/keywords/stationary-process","display_name":"Stationary process","score":0.5539617538452148},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.526646614074707},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4974382221698761},{"id":"https://openalex.org/keywords/inverse","display_name":"Inverse","score":0.4753964841365814},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.46467074751853943},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.45446768403053284},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.45431917905807495},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.451078325510025},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3819196820259094},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2036541998386383},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.18127068877220154},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.17360800504684448},{"id":"https://openalex.org/keywords/long-memory","display_name":"Long memory","score":0.08184170722961426}],"concepts":[{"id":"https://openalex.org/C1297061","wikidata":"https://www.wikidata.org/wiki/Q4826945","display_name":"Autoregressive fractionally integrated moving average","level":4,"score":0.8499246835708618},{"id":"https://openalex.org/C207390915","wikidata":"https://www.wikidata.org/wiki/Q1230525","display_name":"Divergence (linguistics)","level":2,"score":0.8254928588867188},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6037100553512573},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.5556700229644775},{"id":"https://openalex.org/C110405555","wikidata":"https://www.wikidata.org/wiki/Q1192209","display_name":"Stationary process","level":2,"score":0.5539617538452148},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.526646614074707},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4974382221698761},{"id":"https://openalex.org/C207467116","wikidata":"https://www.wikidata.org/wiki/Q4385666","display_name":"Inverse","level":2,"score":0.4753964841365814},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.46467074751853943},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.45446768403053284},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.45431917905807495},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.451078325510025},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3819196820259094},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2036541998386383},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.18127068877220154},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.17360800504684448},{"id":"https://openalex.org/C2986394398","wikidata":"https://www.wikidata.org/wiki/Q1805477","display_name":"Long memory","level":3,"score":0.08184170722961426},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ssp.2018.8450836","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ssp.2018.8450836","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE Statistical Signal Processing Workshop (SSP)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-01745096v1","is_oa":false,"landing_page_url":"https://hal.science/hal-01745096","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSP 2018, Jun 2018, Freiburg in Breisgau, Germany","raw_type":"Conference papers"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1746819321","https://openalex.org/W1965555277","https://openalex.org/W1969288392","https://openalex.org/W1979854723","https://openalex.org/W1995901985","https://openalex.org/W1997177483","https://openalex.org/W2033976969","https://openalex.org/W2055781590","https://openalex.org/W2074959193","https://openalex.org/W2113173022","https://openalex.org/W2158700157","https://openalex.org/W2439503561","https://openalex.org/W2497534953","https://openalex.org/W2515493690","https://openalex.org/W2604329927","https://openalex.org/W2652110501","https://openalex.org/W2729578976","https://openalex.org/W2739257828","https://openalex.org/W2746151479","https://openalex.org/W2791992286","https://openalex.org/W2799698653","https://openalex.org/W3151218845","https://openalex.org/W4211049957","https://openalex.org/W4242671632","https://openalex.org/W6629804754","https://openalex.org/W6683754298"],"related_works":["https://openalex.org/W2116045710","https://openalex.org/W2604942034","https://openalex.org/W2036994430","https://openalex.org/W1968938133","https://openalex.org/W2744728598","https://openalex.org/W3171581925","https://openalex.org/W2413726729","https://openalex.org/W2497684174","https://openalex.org/W2210134120","https://openalex.org/W308824544"],"abstract_inverted_index":{"International":[0],"audience":[1]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-02-13T15:27:49.765798","created_date":"2025-10-10T00:00:00"}
