Long Range Dependence
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Publication:5459899
DOI10.1561/0900000004zbMath1242.60033OpenAlexW4246691617WikidataQ105584391 ScholiaQ105584391MaRDI QIDQ5459899
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Large deviations (60F10)
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