Long memory and self-similar processes (Q2458948): Difference between revisions

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+W2013927061
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+The asymptotic dependence structure of the linear fractional Lévy motion
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+Q4865042
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+Q3149666
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+Ergodic theorems. With a supplement by Antoine Brunel
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+Q5332522
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+Q4740120
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Ruin probability with claims modeled by a stationary ergodic stable process.
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+Path properties of index-\(\beta\) stable fields
@@ Property / cites work: Path properties of index-\(\beta\) stable fields / rank @@
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+Decomposition of self-similar stable mixed moving averages
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+The structure of self-similar stable mixed moving averages
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+Q3771297
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+How misleading can sample ACFs of stable MAs be? (Very!)
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+Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
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+On the structure of stationary stable processes
@@ Property / cites work: On the structure of stationary stable processes / rank @@
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+Classes of mixing stable processes
@@ Property / cites work: Classes of mixing stable processes / rank @@
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+Simple conditions for mixing of infinitely divisible processes
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+Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
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+Null flows, positive flows and the structure of stationary symmetric stable processes
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+\((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
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+Q4301585
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+Publication:2458948