Abstract
Long-range dependence in a stationary process has been understood as corresponding to a particular second-order behavior, to a particular range of the Hurst parameter, or of fractional integration.
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APA
Samorodnitsky, G. (2016). Long-Range Dependence as a Phase Transition. In Springer Series in Operations Research and Financial Engineering (pp. 285–361). Springer Nature. https://doi.org/10.1007/978-3-319-45575-4_9
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