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

@@ Property / cites work @@
+The asymptotic dependence structure of the linear fractional Lévy motion
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Log-fractional stable processes
@@ Property / cites work: Log-fractional stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional ARIMA with stable innovations
@@ Property / cites work: Fractional ARIMA with stable innovations / rank @@
+Normal rank
@@ Property / cites work @@
+DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
+Normal rank
@@ Property / cites work @@
+Q2787469
@@ Property / cites work: Q2787469 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Long-memory stable {O}rnstein-{U}hlenbeck processes
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2790532
@@ Property / cites work: Q2790532 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the codifference function of linear time series models with infinite variance
+Normal rank
@@ Property / cites work @@
+Long Range Dependence
@@ Property / cites work: Long Range Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3597139
@@ Property / cites work: Q3597139 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407614
@@ Property / cites work: Q4407614 / rank @@
+Normal rank