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

György Terdik

• 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.