SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311): Difference between revisions

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+Stilian A. Stoev
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+Matlab
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+Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
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+Q5289008
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+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Infinite variance stable moving averages with long memory
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+Estimation of the self-similarity parameter in linear fractional stable motion.
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+Applied mathematics meets signal processing.
@@ Property / cites work: Applied mathematics meets signal processing. / rank @@
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+Limit theorems for sums of linearly generated random variables
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+Publication:5719311