Concepedia

Short-range Dependence

Short-Range Dependence is a property of a stationary stochastic process in which the autocovariance function decays sufficiently fast—typically exponentially or summable over time—so that the dependence between observations diminishes with temporal distance, distinguishing it from long-range dependence where correlations exhibit slow, non-summable decay.

227

Publications

12.7K

Citations

539

Authors

324

Institutions

Publications per year

2017–2026

34

Variants

Short-memory Process

Parents

Publications

227

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

, , +17

Short-range order and its impact on the CrCoNi medium-entropy alloy

Nature · 2020 · 1.3K citations · Full text

, , +14

Nonparametric Regressin with Correlated Errors

Jean D. Opsomer, Yuedong Wang, Yuhong Yang · Statistical Science · 2001 · 277 citations · Full text

, , +16

What are the implications of long-range dependence for VBR-video traffic engineering?

Daniel P. Heyman, T. V. Lakshman · IEEE/ACM Transactions on Networking · 1996 · 215 citations

, , +16

Short Range Correlations and the EMC Effect

L. B. Weinstein, E. Piasetzky, D. W. Higinbotham et al. · Physical Review Letters · 2011 · 212 citations · Full text

, , +6

1–5 of 227

Authors

539

  1. SN
    Soumendra N. Lahiri

    Iowa State University, United States

    4 publications · 306 citations

    4

    h-index

  2. MS
    Murad S. Taqqu

    Boston University, United States

    4 publications · 360 citations

    4

    h-index

  3. MK
    Marwan Krunz

    University of Arizona, United States

    3 publications · 89 citations

    3

    h-index

  4. CC
    C. C. Heyde

    Australian National University, Australia

    3 publications · 142 citations

    3

    h-index

  5. CJ
    Chuanyi Ji

    Rensselaer Polytechnic Institute, United States

    3 publications · 168 citations

    3

    h-index

1–5 of 539

Institutions

324

  1. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    14 publications

    697 citations

  2. Texas A&M University

    College Station, United States

    6 h-index

    7 publications

    251 citations

  3. Australian National University

    Canberra, Australia

    5 h-index

    6 publications

    398 citations

  4. Iowa State University

    Ames, United States

    5 h-index

    9 publications

    577 citations

  5. University of Catania

    Catania, Italy

    4 h-index

    10 publications

    138 citations

  6. University of Michigan

    Ann Arbor, United States

    4 h-index

    5 publications

    186 citations

  7. University of Arizona

    Tucson, United States

    4 h-index

    7 publications

    550 citations

  8. Rensselaer Polytechnic Institute

    Troy, United States

    4 h-index

    7 publications

    254 citations

1–8 of 324

Venues

  1. The Annals of Statistics

    12 publications · 918 citations

    12

    h-index

  2. Nuclear Physics A

    6 publications · 165 citations

    6

    h-index

  3. Physical Review Letters

    PRL · 5 publications · 460 citations

    5

    h-index

  4. Bernoulli

    4 publications · 130 citations

    4

    h-index

  5. The Journal of Chemical Physics

    4 publications · 63 citations

    4

    h-index

1–5