Modeling bivariate long-range dependence with general phase (Q5111845)
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scientific article; zbMATH DE number 7205121
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| English | Modeling bivariate long-range dependence with general phase |
scientific article; zbMATH DE number 7205121 |
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Modeling bivariate long‐range dependence with general phase (English)
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27 May 2020
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long-range dependence
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bivariate time series
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phase parameter
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estimation
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VARFIMA
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0.7578225135803223
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0.745094358921051
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0.7261828780174255
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0.6979222893714905
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