Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362)
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scientific article; zbMATH DE number 6935416
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| English | Mixed-correlated ARFIMA processes for power-law cross-correlations |
scientific article; zbMATH DE number 6935416 |
Statements
Mixed-correlated ARFIMA processes for power-law cross-correlations (English)
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11 September 2018
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power-law cross-correlations
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long-term memory
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econophysics
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0.7855379581451416
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0.7453908324241638
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0.723771333694458
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0.7174310088157654
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0.7082293033599854
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