A power-law model and other models for long-range dependence

DOI10.2307/3215092zbMath0882.62085OpenAlexW2334119290MaRDI QIDQ4364872

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Publication date: 18 February 1998

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

Full work available at URL: https://doi.org/10.2307/3215092

zbMATH Keywords

persistencelong memorylong-range dependencediscrete-time modelsslow decay

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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