Long-range dependence in higher order for non-Gaussian time series
In this paper a possible definition of the third order LRD is given in terms of the bispectrum and third order cumulants. It is shown that three particular second order LRD processes fulfil the requirements of the third order LRD. Some conjectures are closing the paper.
Elmentve itt :
| Szerző: | |
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| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2008
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| Sorozat: | Acta scientiarum mathematicarum
74 No. 1-2 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| Online Access: | http://acta.bibl.u-szeged.hu/16248 |