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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mixed-correlated ARFIMA processes for power-law cross-correlations
scientific article

    Statements

    Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
    0 references
    0 references
    11 September 2018
    0 references
    0 references
    power-law cross-correlations
    0 references
    long-term memory
    0 references
    econophysics
    0 references
    0 references
    0 references