Publication:3442363
From MaRDI portal
zbMath1111.62081MaRDI QIDQ3442363
Jan Mielniczuk, Piotr Wojdyłło
Publication date: 18 May 2007
Full work available at URL: https://eudml.org/doc/209391
time series; long-range dependence; spectral density; Hurst exponent; fractional Gaussian noise; FARIMA; decorrelation property; FGN; fractional autoregressive integrated moving average
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62M15: Inference from stochastic processes and spectral analysis
65T60: Numerical methods for wavelets
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