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.