The asymptotic codifference and covariation of log-fractional stable noise (Q2451783)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic codifference and covariation of log-fractional stable noise |
scientific article |
Statements
The asymptotic codifference and covariation of log-fractional stable noise (English)
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4 June 2014
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\(\alpha\)-stable distributions
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asymptotic dependence
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fractional stable noise
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long-range dependence
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