Power-law correlations, related models for long-range dependence and their simulation (Q2725305)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Power-law correlations, related models for long-range dependence and their simulation
scientific article

    Statements

    Power-law correlations, related models for long-range dependence and their simulation (English)
    0 references
    0 references
    19 November 2001
    0 references
    0 references
    correlation functions
    0 references
    fractional noise
    0 references
    power-law
    0 references
    simulations
    0 references
    time series
    0 references
    long-memory
    0 references
    Cauchy family
    0 references
    0 references