Long-range dependence and asymptotic self-similarity in third order

• Autores: György Terdik
• Localización: Publicationes Mathematicae Debrecen, ISSN 0033-3883, Tomus 76, Fasc. 3-4, 2010, págs. 379-393
• Idioma: inglés
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• Resumen

  • The object of this paper is studying the topic of long-range dependence and asymp- totic self-similarity from the viewpoint of third-order time series analysis in frequency domain. The long-range dependent (LRD) time series in third-order is de¯ned by the bispectrum and by the bicovariances. A Tauber type connection between these two de¯nitions is shown.