幂律互相关条件下短时记忆和长时记忆的相互作用
On the interplay between short and long term memory in the power-law cross-correlations setting
摘要：
我们专注于从短期和长期记忆特性的过程中出现的幂律互相关。在相关误差项的情况下，互相关函数的幂律衰减自动地具有分离过程的特性。双变量Hurst指数则等于所分析过程的单独Hurst指数的平均值。短期记忆的强度对这些渐近性质没有影响。这些研究结果的幂律互相关概念的影响进行了进一步讨论。
英文摘要：
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equal to an average of separate Hurst exponents of the analyzed processes. Strength of short term memory has no effect on these asymptotic properties. Implications of these findings for the power-law cross-correlations concept are further discussed.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
