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Power-law correlations, related models for long-range dependence and their simulation - MaRDI portal

Power-law correlations, related models for long-range dependence and their simulation (Q2725305)

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scientific article; zbMATH DE number 1619107
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Power-law correlations, related models for long-range dependence and their simulation
scientific article; zbMATH DE number 1619107

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    Power-law correlations, related models for long-range dependence and their simulation (English)
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    19 November 2001
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    correlation functions
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    fractional noise
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    power-law
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    simulations
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    time series
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    long-memory
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    Cauchy family
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