A NEW MODEL FOR SLOWLY-DECAYING CORRELATIONS

被引：9

作者：

MARTIN, RJ

ECCLESTON, JA

机构：

[1] UNIV SHEFFIELD,DEPT PROBABIL & STAT,SHEFFIELD S3 7RH,S YORKSHIRE,ENGLAND

[2] BOND UNIV,SCH INFORMAT & COMP SCI,GOLD COAST,QLD 4229,AUSTRALIA

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 13卷 / 02期

关键词：

ASYMPTOTIC EIGENVALUES; HARMONIC SERIES; TIME SERIES;

D O I：

10.1016/0167-7152(92)90088-M

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a new model, the harmonic correlation process, for slowly-decaying correlations. The model has some interesting theoretical properties, which we discuss, and appears to be useful as a practical model. We outline some areas for further research.

引用

页码：139 / 145

页数：7

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