A new model for slowly-decaying correlations
From MaRDI portal
Publication:1186041
DOI10.1016/0167-7152(92)90088-MzbMath0752.60031MaRDI QIDQ1186041
Publication date: 28 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G10: Stationary stochastic processes
Cites Work
- A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
- The Construction of Optimal Balanced Incomplete Block Designs When Adjacent Observations are Correlated
- Fractional differencing
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item