The use of the variogram in construction of stationary time series models (Q4660533): Difference between revisions

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+Dynamic models of long-memory processes driven by Lévy noise
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Analogies and correspondences between variograms and covariance functions
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+On defining long-range dependence
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+An application of extreme point methods to the representation of infinitely divisible distributions
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+Long-memory continuous-time correlation models
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+Nonstationary covariance functions that model space--time interactions.
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+Fractional Brownian Motions, Fractional Noises and Applications
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