Long-memory continuous-time correlation models (Q4819521)
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scientific article; zbMATH DE number 2103427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-memory continuous-time correlation models |
scientific article; zbMATH DE number 2103427 |
Statements
Long-memory continuous-time correlation models (English)
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27 September 2004
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autoregressive and moving-average process
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long-range dependence
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power-law decay
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short-range dependence
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slow decay
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Ornstein-Uhlenbeck processes
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stationary time-series
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