A power-law model and other models for long-range dependence
- 1 September 1997
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 34 (3) , 657-670
- https://doi.org/10.2307/3215092
Abstract
It is becoming increasingly recognized that some long series of data can be adequately and parsimoniously modelled by stationary processes with long-range dependence. Some new discrete-time models for long-range dependence or slow decay, defined by their correlation structures, are discussed. The exact power-law correlation structure is examined in detail.Keywords
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