Long-range dependence and the rank of decompositions

DOI10.1090/CONM/601/11915zbMATH Open1321.60074OpenAlexW4235010493MaRDI QIDQ2949972FDOQ2949972

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

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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)

Cited In (7)

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

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