Statistics for Long-Memory Processes

Beran, J. (1994). Statistics for Long-Memory Processes. Chapman & Hall.

Type

Book

Intellectual base

Review or monograph

Year

1994

Link

https://openlibrary.org/isbn/9780412049019verified

Cited by

1 citation across 1 artifact.

Domain-specific

• Hurst Exponent
  • These relations identify the same parameter for important model families only because their assumptions connect partial-sum scaling, covariance decay, and spectral behavior.

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