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Mixed-correlated ARFIMA processes for power-law cross-correlations |
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| Authors: | Ladislav Kristoufek |
| Institution: | Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Pod Vodarenskou Vezi 4, 182 08, Prague 8, Czech Republic; Institute of Economic Studies, Faculty of Social Sciences, Charles University, Opletalova 26, 110 00, Prague 1, Czech Republic |
| Abstract: | |
| Keywords: | Power-law cross-correlations Long-term memory Econophysics |
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