LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
From MaRDI portal
Publication:3985818
DOI10.1111/j.1467-9892.1991.tb00087.xzbMath0735.62088OpenAlexW2086989538MaRDI QIDQ3985818
Publication date: 27 June 1992
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00087.x
nonlinearitylong-range dependencetime irreversibilityshort-range dependencegeneral class of stationary processesmixing independent processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
Related Items
Statistical delay analysis on an ATM switch with self-similar input traffic, Projected polynomial autoregression for prediction of stationary time series, Elements for a theory of fractals in dynamic systems involving human factors, A limit theory for long-range dependence and statistical inference on related models, Long-memory continuous-time correlation models, On operator fractional Lévy motion: integral representations and time-reversibility, A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane, The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence, Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models, Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion, On the Structure and Estimation of Reflection Positive Processes, Superposition of Diffusions with Linear Generator and its Multifractal Limit Process, A new approach to complex-valued fractional Brownian motion via rotating white noise, Fractional Brownian motion with complex variance via random walk in the complex plane and applications, Allometric control, inverse power laws and human gait
