Long-range dependence and the rank of decompositions

DOI10.1090/CONM/601/11915MaRDI QIDQ2949972zbMATHOpenAlexFDO

Authors Murad S. Taqqu, Céline Lévy-Leduc

Publication date 5 October 2015

Published in Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/conm/601/11915

zbMATH Keywords

Gaussian processeslong-range dependencelinear processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Self-similar stochastic processes (60G18)

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Cited in

(7)

• Long-range dependence of positive Harris Chains
• Sensitivity of the Hermite rank
• Hermite ranks and \(U\)-statistics
• Long-range dependence and Appell rank
• How the instability of ranks under long memory affects large-sample inference
• On long-range dependence of random measures
• On modes of long-range dependence

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