%0 Journal Article
%T Long-range dependence
%A Grahovac
%A Danijel
%A Grgi£¿
%A Lucijana
%J -
%D 2019
%X Sa£¿etak In time series analysis one of the main goals is to model time dependent phenomena with stochastic processes. Some phenomena exhibit strong dependence so that even the distant past is significantly related to the future. In this paper we will describe some models of longrange dependence, their properties and methods for detecting longrange dependence in data. The application is illustrated on the yearly water levels of Nile river
%K long-range dependence
%K stationary stochastic processes
%K autocorrelation function
%U https://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=331988