HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE

DOI10.1142/S0218348X06003246zbMath1302.60062MaRDI QIDQ2937142

Murad S. Taqqu, Yingchun Zhou

Publication date: 8 January 2015

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

long-range dependenceperiodogramrandom permutationHurst parameterexchangeable

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE

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