On defining long-range dependence

Journal of Applied Probability

Volumn 34, Issue 4, 1997, Pages 939-944

  Heyde, C C ^a,b   Yang, Y ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Allen variance; Fractal models; Fractional stable noise; Infinite variance models; Long range dependence; Persistence

Indexed keywords

FRACTAL STABLE NOISE; INFINITE INVARIANCE MODELS; LONG RANGE DEPENDENCE; SECOND ORDER STATIONARY PROCESS;

DIFFERENTIAL EQUATIONS; FRACTALS; MATHEMATICAL MODELS; RANDOM PROCESSES; SPECTRUM ANALYSIS;

PROBABILITY;

EID: 0031295096     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200101639     Document Type: Article

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