搜索结果: 1-1 共查到“经济学 correlated series”相关记录1条 . 查询时间(0.078 秒)
Cross-correlation of long-range correlated series
Cross-correlation long-range correlated series
2010/12/17
A method for estimating the cross-correlation $C_{xy}(\tau)$ of long-range correlated series $x(t)$ and $y(t)$, at varying lags $\tau$ and scales $n$, is proposed. For fractional Brownian motions with...