Long Range Dependence
نویسنده
چکیده
The notion of long range dependence is discussed from a variety of points of view, and a new approach is suggested. A number of related topics is also discussed, including connections with non-stationary processes, with ergodic theory, self-similar processes and fractionally differenced processes, heavy tails and light tails, limit theorems and large deviations.
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ورودعنوان ژورنال:
- Foundations and Trends in Stochastic Systems
دوره 1 شماره
صفحات -
تاریخ انتشار 2006