On defining long-range dependence
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Publication:4376514
DOI10.2307/3215008zbMath0912.60050OpenAlexW4241836418MaRDI QIDQ4376514
No author found.
Publication date: 10 May 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215008
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)
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