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Long-range dependence (LRD) is a statistical property of time series or stochastic processes characterized by correlations that decay more slowly than an exponential rate. In other words, past values in a process influence future values over long time horizons, leading to significant dependence among observations even when they are far apart in time.

Ancestors (6)

  1. Time series
  2. Mathematics in medicine
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
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