Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643): Difference between revisions

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Property / DOI: 10.1016/j.spa.2009.06.002 / rank
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Latest revision as of 02:30, 10 December 2024

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Correlation cascades, ergodic properties and long memory of infinitely divisible processes
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    Correlation cascades, ergodic properties and long memory of infinitely divisible processes (English)
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    13 October 2009
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    correlation cascade
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    infinitely divisible process
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    ergodicity
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    weak mixing
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    mixing
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    long memory
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    stable distribution
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    fractional Ornstein-Uhlenbeck process
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