How complete random permutations affect the dependence structure of stationary sequences with long-range dependence (Q2937142)
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scientific article; zbMATH DE number 6384612
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| English | How complete random permutations affect the dependence structure of stationary sequences with long-range dependence |
scientific article; zbMATH DE number 6384612 |
Statements
HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (English)
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8 January 2015
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long-range dependence
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Hurst parameter
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random permutation
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exchangeable
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periodogram
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0.8209349513053894
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0.7188096046447754
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0.7082497477531433
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0.7059804201126099
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