Long-range dependence and rational Gaussian noise

DOI10.1080/02331888.2024.2344689MaRDI QIDQ6497071

Yipeng Yang

Publication date: 6 May 2024

Published in: Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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