Asymptotics for duration-driven long range dependent processes (Q289190): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / zbMATH DE Number: 6586836 / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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heavy tails | |||
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sample autocovariances | |||
| Property / zbMATH Keywords: sample autocovariances / rank | |||
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discrete Fourier transform | |||
| Property / zbMATH Keywords: discrete Fourier transform / rank | |||
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Revision as of 20:22, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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