Spectral projections correlation structure for short-to-long range dependent processes
DOI10.1017/S0956792520000017zbMath1499.60107arXiv1905.10638OpenAlexW3003511275MaRDI QIDQ5056737
Publication date: 8 December 2022
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.10638
spectral theorycorrelation functionslong-range dependencestatistical testsspectral projectionstime-changepolynomial processes
Measures of association (correlation, canonical correlation, etc.) (62H20) General theory of stochastic processes (60G07) Non-Markovian processes: hypothesis testing (62M07) Spectral operators, decomposable operators, well-bounded operators, etc. (47B40) Markov processes: hypothesis testing (62M02)
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