A new model for slowly-decaying correlations

  • Martin R
  • Eccleston J
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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.

Author-supplied keywords

  • Asymptotic eigenvalues
  • harmonic series
  • time series

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Authors

  • R. J. Martin

  • J. A. Eccleston

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