Long-range dependence and asymptotic self-similarity in third order

zbMATH Open1224.62071MaRDI QIDQ3074472FDOQ3074472

Authors: Gy. Terdik 

Publication date: 8 February 2011

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zbMATH Keywords

self-similaritybispectrumbicovarianceslong-range dependence in third order

Mathematics Subject Classification ID

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

Cited In (7)

• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• The tenth Vilnius conference on probability theory and mathematical statistics. II
• Long-range dependence in higher order for non-Gaussian time series
• Long-range dependence in third order and bispectrum singularity
• Theorems and Fallacies in the Theory of Long-Range-Dependent Processes
• The nature of discrete second-order self-similarity
• Long-Range Dependence and Self-Similarity

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