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Multivariate self-similar processes: second-order theory - MaRDI portal

Multivariate self-similar processes: second-order theory

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Publication:4296377

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DOI10.2307/3215241zbMath0797.60034OpenAlexW2334120514MaRDI QIDQ4296377

Mogens Bladt

Publication date: 10 October 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215241

zbMATH Keywords

self-similar processes stationary time series long-range dependent observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Self-similar stochastic processes (60G18)

Related Items (1)

Long-range dependence in third order and bispectrum singularity

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