A new model for slowly-decaying correlations

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Abstract

We introduce a new model, the harmonic correlation process, for slowly-decaying correlations. The model has some interesting theoretical properties, which we discuss, and appears to be useful as a practical model. We outline some areas for further research. © 1992.

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Martin, R. J., & Eccleston, J. A. (1992). A new model for slowly-decaying correlations. Statistics and Probability Letters, 13(2), 139–145. https://doi.org/10.1016/0167-7152(92)90088-M

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