Long memory estimation in a non-Gaussian bivariate process (Q2668362): Difference between revisions
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Revision as of 10:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory estimation in a non-Gaussian bivariate process |
scientific article |
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Long memory estimation in a non-Gaussian bivariate process (English)
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3 March 2022
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non-Gaussian process
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Student \(t\) distribution
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copula function
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Hurst parameter
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discrete wavelet transform
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GTCLM model
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