Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362)

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Mixed-correlated ARFIMA processes for power-law cross-correlations
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    Statements

    title
    Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
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    published in
    Physica A
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    publication date
    11 September 2018
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    zbMATH Keywords
    power-law cross-correlations
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    long-term memory
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    econophysics
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    Identifiers

    zbMATH DE Number
    6935416
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    OpenAlex ID
    W2096649183
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