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On defining long-range dependence - MaRDI portal

On defining long-range dependence (Q4376514)

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scientific article; zbMATH DE number 1117507
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English
On defining long-range dependence
scientific article; zbMATH DE number 1117507

    Statements

    title
    On defining long-range dependence (English)
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    publication date
    10 May 1999
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    zbMATH Keywords
    persistence
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    infinite variance models
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    Allen variance
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    fractional stable noise
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    Identifiers

    DOI
    10.2307/3215008
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    Mathematics Subject Classification ID
    60G10
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    60G18
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    62M10
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    zbMATH DE Number
    1117507
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    OpenAlex ID
    W4241836418
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