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 / MaRDI profile type: MaRDI publication profile / 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
scientific article
Language | Label | Description | Also known as |
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English | Memory and infrequent breaks |
scientific article |
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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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