Memory and infrequent breaks (Q1589599): Difference between revisions

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Property / author: Christian Gouriéroux / rank
 
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Property / author: Joanna Jasiak / rank
 
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Property / cites work: A class of micropulses and antipersistent fractional Brownian motion / rank
 
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Property / cites work: A simple nonlinear time series model with misleading linear properties / rank
 
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Property / cites work: Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models / rank
 
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Property / cites work: Q3736663 / rank
 
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Latest revision as of 10:13, 3 June 2024

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Memory and infrequent breaks
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    Memory and infrequent breaks (English)
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    12 December 2000
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    long memory
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    switching regime
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    heavy tail
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