A power-law model and other models for long-range dependence
1997 ◽
Vol 34
(03)
◽
pp. 657-670
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Keyword(s):
It is becoming increasingly recognized that some long series of data can be adequately and parsimoniously modelled by stationary processes with long-range dependence. Some new discrete-time models for long-range dependence or slow decay, defined by their correlation structures, are discussed. The exact power-law correlation structure is examined in detail.
Keyword(s):
2003 ◽
Vol 40
(3)
◽
pp. 690-703
◽
2003 ◽
Vol 40
(03)
◽
pp. 690-703
◽
2000 ◽
Vol 37
(04)
◽
pp. 1104-1109
◽
Keyword(s):
Keyword(s):
2007 ◽
Vol 39
(1)
◽
pp. 189-220
◽
Keyword(s):
2016 ◽
Vol 4
(2)
◽
pp. 102
1997 ◽
Vol 34
(04)
◽
pp. 939-944
◽
Keyword(s):