Scaling transition for long-range dependent Gaussian random fields
Year of publication: |
2015
|
---|---|
Authors: | Puplinskaitė, Donata ; Surgailis, Donatas |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 6, p. 2256-2271
|
Publisher: |
Elsevier |
Subject: | Scaling transition | Long-range dependence | Gaussian random field | Operator scaling random field |
-
Dučinskas, Kęstutis, (2015)
-
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Ma, Chunsheng, (2013)
-
Ahmad, Ola, (2013)
- More ...
-
LARCH, leverage and long memory
Giraitis, Liudas, (2003)
-
Integrated ARCH, FIGARCH and AR models: Origins of long memory
Giraitis, Liudas, (2015)
-
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Leipus, Remigijus, (2020)
- More ...