The following pages link to Long Range Dependence (Q5459899):
Displayed 50 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Study of on-line measurement of traffic self-similarity (Q300954) (← links)
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble (Q317494) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- The Hurst phenomenon and the rescaled range statistic (Q335652) (← links)
- Variance of partial sums of stationary sequences (Q378818) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey (Q1745668) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Persistence probabilities for stationary increment processes (Q1747796) (← links)
- Detecting Markov random fields hidden in white noise (Q1750097) (← links)
- Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences (Q1753251) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Modeling temporally uncorrelated components of complex-valued stationary processes (Q2068984) (← links)
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
- Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane (Q2120720) (← links)
- Testing of fractional Brownian motion in a noisy environment (Q2123579) (← links)
- Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
- Bayesian semiparametric long memory models for discretized event data (Q2170388) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- Statistical signatures of structural organization: the case of long memory in renewal processes (Q2358548) (← links)
- The central limit theorem for a sequence of random processes with space-varying long memory (Q2393663) (← links)
- Random walks and branching processes in correlated Gaussian environment (Q2396565) (← links)
- Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models (Q2450534) (← links)
- The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups (Q2512909) (← links)
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510) (← links)
- From random matrices to long range dependence (Q2809333) (← links)
- Hard-Core Thinnings of Germ‒Grain Models with Power-Law Grain Sizes (Q2856027) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE (Q3083429) (← links)
- (Q3303406) (← links)
- Small Deviations of Sums of Correlated Stationary Gaussian Sequences (Q4602296) (← links)
- Kernel partial least squares for stationary data (Q4637047) (← links)
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions (Q4684933) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- (Q5054645) (← links)
- Functional limit theorems for Volterra processes and applications to homogenization* (Q5062135) (← links)
