Asymptotics for duration-driven long range dependent processes (Q289190): Difference between revisions
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long memory | |||
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heavy tails | |||
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sample autocovariances | |||
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discrete Fourier transform | |||
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Revision as of 20:22, 27 June 2023
scientific article
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English | Asymptotics for duration-driven long range dependent processes |
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Asymptotics for duration-driven long range dependent processes (English)
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27 May 2016
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long memory
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heavy tails
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sample autocovariances
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discrete Fourier transform
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