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

@@ Property / DOI @@
-.1016/j.spa.2009.06.002
@@ Property / DOI: 10.1016/j.spa.2009.06.002 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2009.06.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2163330864
@@ Property / OpenAlex ID: W2163330864 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4345453
@@ Property / cites work: Q4345453 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic properties of stationary stable processes
@@ Property / cites work: Ergodic properties of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851876
@@ Property / cites work: Q4851876 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Some mixing conditions for stationary symmetric stable stochastic processes
+Normal rank
@@ Property / cites work @@
+On defining long-range dependence
@@ Property / cites work: On defining long-range dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884619
@@ Property / cites work: Q4884619 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Stable Stochastic Processes
@@ Property / cites work: Semi-Stable Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5290221
@@ Property / cites work: Q5290221 / rank @@
+Normal rank
@@ Property / cites work @@
+Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
+Normal rank
@@ Property / cites work @@
+A Note on Maruyama's Mixing Theorem
@@ Property / cites work: A Note on Maruyama's Mixing Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
+Normal rank
@@ Property / cites work @@
+Q5332522
@@ Property / cites work: Q5332522 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q3213952
@@ Property / cites work: Q3213952 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+On the structure of stationary stable processes
@@ Property / cites work: On the structure of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Simple conditions for mixing of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+The equivalence of ergodicity and weak mixing for infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2009.06.002
@@ Property / DOI: 10.1016/J.SPA.2009.06.002 / rank @@
+Normal rank