Publication:3442363

zbMath1111.62081MaRDI QIDQ3442363

Jan Mielniczuk, Piotr Wojdyłło

Publication date: 18 May 2007

Full work available at URL: https://eudml.org/doc/209391

zbMATH Keywords

time series; long-range dependence; spectral density; Hurst exponent; fractional Gaussian noise; FARIMA; decorrelation property; FGN; fractional autoregressive integrated moving average

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62M15: Inference from stochastic processes and spectral analysis

65T60: Numerical methods for wavelets

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