The asymptotic codifference and covariation of log-fractional stable noise (Q2451783): Difference between revisions

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+The asymptotic dependence structure of the linear fractional Lévy motion
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+Log-fractional stable processes
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+Fractional ARIMA with stable innovations
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+DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
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+Estimating the codifference function of linear time series models with infinite variance
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+Long Range Dependence
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