Correlation integral for stationary Gaussian time series

DOI10.1007/s13171-023-00318-6MaRDI QIDQ6123492

Ronny Vallejos, Jonathan Acosta, John Gómez

Publication date: 4 March 2024

Published in: Sankhyā. Series A (Search for Journal in Brave)

zbMATH Keywords

Gaussian processnonlinear time seriespower lawstationary time seriescorrelation integral

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Stationary stochastic processes (60G10)

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