Mixed-correlated ARFIMA processes for power-law cross-correlations

@article{Kristoufek2013MixedcorrelatedAP,
  title={Mixed-correlated ARFIMA processes for power-law cross-correlations},
  author={Ladislav Kristoufek},
  journal={Physica A-statistical Mechanics and Its Applications},
  year={2013},
  volume={392},
  pages={6484-6493}
}
  • L. Kristoufek
  • Published 23 July 2013
  • Mathematics
  • Physica A-statistical Mechanics and Its Applications

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