Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal

Publication:3442363

Jump to:navigation, search

zbMath1111.62081MaRDI QIDQ3442363

Jan Mielniczuk, Piotr Wojdyłło

Publication date: 18 May 2007

Full work available at URL: https://eudml.org/doc/209391

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series long-range dependence spectral density Hurst exponent fractional Gaussian noise FARIMA decorrelation property FGN fractional autoregressive integrated moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

Related Items (1)

Estimation of Hurst exponent revisited

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3442363&oldid=16755937"