| Article ID: | iaor1999483 |
| Country: | United Kingdom |
| Volume: | 34 |
| Issue: | 3 |
| Start Page Number: | 657 |
| End Page Number: | 670 |
| Publication Date: | Sep 1997 |
| Journal: | Journal of Applied Probability |
| Authors: | Martin R.J., Walker A.M. |
It is becoming increasingly recognized that some long series of data can be adequately and parsimoniously modelled by stationary processes with long-range dependence. Some new discrete-time models for long-range dependence or slow decay, defined by their correlation structures, are discussed. The exact power-law correlation structure is examined in detail.