2010/76/3 (10)
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DOI: 10.5486/PMD.2010.4670
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pp. 379-393
Long-range dependence and asymptotic self-similarity in third order
Abstract:
Available by download
Keywords: bispectrum, bicovariances, long-range dependence in third order, self-similarity
Mathematics Subject Classification: 62M10, 37M10, 62M15, 91B70