Asymptotics for duration-driven long range dependent processes (Q289190)
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scientific article; zbMATH DE number 6586836
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotics for duration-driven long range dependent processes |
scientific article; zbMATH DE number 6586836 |
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Asymptotics for duration-driven long range dependent processes (English)
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27 May 2016
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long memory
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heavy tails
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sample autocovariances
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discrete Fourier transform
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0.7930495738983154
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0.7895007133483887
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0.7871090173721313
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0.7767313718795776
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0.775802493095398
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