Discrete-time trawl processes (Q2419973)
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scientific article; zbMATH DE number 7062617
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| English | Discrete-time trawl processes |
scientific article; zbMATH DE number 7062617 |
Statements
Discrete-time trawl processes (English)
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4 June 2019
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trawl process
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integer-valued time series
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long memory
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distributional short-range dependence
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fractional Brownian motion
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stable Lévy process
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functional convergence
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Skorokhod's \(M_1\) topology
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0.8441755771636963
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0.8294721245765686
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0.80306077003479
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0.7919286489486694
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