Applying bucket random permutations to stationary sequences with long-range dependence

DOI10.1142/S0218348X07003526MaRDI QIDQ3649578zbMATH OpenFDO

Authors Y. C. Zhou, Murad S. Taqqu

Publication date 4 December 2009

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218348X07003526

zbMATH Keywords

bucket random permutationhurst parameterlong-range dependenceperiodogram

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
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(2)

• How complete random permutations affect the dependence structure of stationary sequences with long-range dependence
• On the statistical implications of certain random permutations in Markovian arrival processes (MAPs) and second-order self-similar processes

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