Autocorrelation Functions

DOI10.1111/j.1751-5823.2011.00148.xzbMath1422.62281OpenAlexW2322752926MaRDI QIDQ5299800

Thomas Fung, Eugene Seneta, Richard Finlay

Publication date: 21 June 2013

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2011.00148.x

zbMATH Keywords

autocorrelation functioninfinitely divisible distributionstationary processnormal variance-mixingreal characteristic function

Mathematics Subject Classification ID

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

Related Items (7)

An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit ⋮ Vector Stochastic Processes with Pólya‐Type Correlation Structure ⋮ Isotropic random fields with infinitely divisible marginal distributions ⋮ A scalar-valued infinitely divisible random field with Pólya autocorrelation ⋮ \(\ell_1\)-symmetric vector random fields ⋮ The cosine series and regular variation in the Karamata and Zygmund senses ⋮ Unnamed Item

Cites Work

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• Construction of non-Gaussian random fields with any given correlation structure
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• Power-law correlations, related models for long-range dependence and their simulation
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
• Estimation and decision for linear systems with elliptical random processes

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