Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:16, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mixed-correlated ARFIMA processes for power-law cross-correlations |
scientific article |
Statements
Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
0 references
11 September 2018
0 references
power-law cross-correlations
0 references
long-term memory
0 references
econophysics
0 references