Mixed-correlated ARFIMA processes for power-law cross-correlations
Year of publication: |
2013
|
---|---|
Authors: | Kristoufek, Ladislav |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 24, p. 6484-6493
|
Publisher: |
Elsevier |
Subject: | Power-law cross-correlations | Long-term memory | Econophysics |
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