Correlation models with long-range dependence

DOI10.1239/JAP/1025131432MaRDI QIDQ3153660zbMATH OpenOpenAlexFDO

Authors C. Ma

Publication date 28 November 2002

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1025131432

zbMATH Keywords

correlationlong memoryshort memoryslow decayspectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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