Long memory estimation in a non-Gaussian bivariate process (Q2668362)
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scientific article; zbMATH DE number 7483716
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| English | Long memory estimation in a non-Gaussian bivariate process |
scientific article; zbMATH DE number 7483716 |
Statements
Long memory estimation in a non-Gaussian bivariate process (English)
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3 March 2022
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non-Gaussian process
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Student \(t\) distribution
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copula function
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Hurst parameter
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discrete wavelet transform
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GTCLM model
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0.7468379735946655
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0.7245506644248962
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0.7230396270751953
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0.7224498987197876
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0.7178999185562134
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