Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362): Difference between revisions
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scientific article
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English | Mixed-correlated ARFIMA processes for power-law cross-correlations |
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Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
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11 September 2018
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power-law cross-correlations
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long-term memory
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econophysics
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