A new model for slowly-decaying correlations

DOI10.1016/0167-7152(92)90088-MzbMath0752.60031MaRDI QIDQ1186041

S. Singh

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

time seriesmaximum likelihood methodsecond-order stationary processspectral density function

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (3)

On \(1/f\) noise ⋮ Fractal time series -- A tutorial review ⋮ Power-law correlations and other models with long-range dependence on a lattice

Cites Work

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• A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
• The Construction of Optimal Balanced Incomplete Block Designs When Adjacent Observations are Correlated
• Fractional differencing

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