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  • 1 Faculty of Informatics, University of Debrecen, P.O. Box 12, H-4010 Debrecen, Hungary
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Abstract  

In this paper the third order long-range dependence (LRD) is defined in terms of the bispectrum and third order cumulants (bicovariances). Two particular non-Gaussian processes with second order LRD are considered together with their bispectra and bicovariances.