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

DOI10.1142/S0218348X07003526zbMath1176.60031MaRDI QIDQ3649578

Murad S. Taqqu, Yingchun Zhou

Publication date: 4 December 2009

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

long-range dependenceperiodogrambucket random permutationhurst parameter

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Sojourn in an elliptical domain
• HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
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