Long Range Dependence
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Publication:5459899
DOI10.1561/0900000004zbMATH Open1242.60033OpenAlexW4246691617WikidataQ105584391 ScholiaQ105584391MaRDI QIDQ5459899FDOQ5459899
Publication date: 30 April 2008
Published in: Foundations and Trends® in Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c517040d6b1d3f01d3a759e2dd1b7ab85811d0fd
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Stationary stochastic processes (60G10)
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- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
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- The asymptotic codifference and covariation of log-fractional stable noise
- Mixed-correlated ARFIMA processes for power-law cross-correlations
- Mildly explosive autoregression under weak and strong dependence
- Random walks and branching processes in correlated Gaussian environment
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- Statistical signatures of structural organization: the case of long memory in renewal processes
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- The central limit theorem for a sequence of random processes with space-varying long memory
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- A large deviations approach to limit theory for heavy-tailed time series
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- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
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- Time series models with infinite-order partial copula dependence
- Testing of fractional Brownian motion in a noisy environment
- A more powerful test of equality of high-dimensional two-sample means
- Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence
- On a covariance structure of some subset of self-similar Gaussian processes
- Hard-core thinnings of germ-grain models with power-law grain sizes
- Locally stationary long memory estimation
- On the Bartlett spectrum of randomized Hawkes processes
- Variance of partial sums of stationary sequences
- From random matrices to long range dependence
- Some simple properties of sums of random variables having long-range dependence
- Extremal dependence measure and extremogram: the regularly varying case
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤd-actions
- Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process
- Statistical tests for a single change in mean against long-range dependence
- Power-law cross-correlations estimation under heavy tails
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