How complete random permutations affect the dependence structure of stationary sequences with long-range dependence

DOI10.1142/S0218348X06003246MaRDI QIDQ2937142zbMATH OpenFDO

Authors Y. C. Zhou, Murad S. Taqqu

Publication date 8 January 2015

Published in Fractals (Search for Journal in Brave)

zbMATH Keywords

long-range dependenceHurst parameterperiodogramexchangeablerandom permutation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Cited in

(1)

• Applying bucket random permutations to stationary sequences with long-range dependence

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