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Long-memory continuous-time correlation models - MaRDI portal

Long-memory continuous-time correlation models (Q4819521)

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scientific article; zbMATH DE number 2103427
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Long-memory continuous-time correlation models
scientific article; zbMATH DE number 2103427

    Statements

    title
    Long-memory continuous-time correlation models (English)
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    publication date
    27 September 2004
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    zbMATH Keywords
    autoregressive and moving-average process
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    long-range dependence
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    power-law decay
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    short-range dependence
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    slow decay
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    Ornstein-Uhlenbeck processes
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    stationary time-series
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    author
    Chunsheng Ma
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    Identifiers

    zbMATH DE Number
    2103427
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    OpenAlex ID
    W2069684193
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