Mixed-correlated ARFIMA processes for power-law cross-correlations
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Publication:1673362
DOI10.1016/j.physa.2013.08.041zbMath1395.62273arXiv1307.6046OpenAlexW2096649183MaRDI QIDQ1673362
Publication date: 11 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6046
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
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