Long-memory continuous-time correlation models

Journal of Applied Probability

Volumn 40, Issue 4, 2003, Pages 1133-1146

  Ma, Chunsheng ^a  

^a WICHITA STATE UNIVERSITY   (United States)

Author keywords

Continuous time autoregressive and moving average process; Long range dependence; Ornstein Uhlenbeck process; Power law decay; Short range dependence; Slow decay

Indexed keywords

EID: 0442291588     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1067436105     Document Type: Article

References (23)

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