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

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: longmemo / rank
 
Normal rank

Revision as of 00:08, 1 March 2024

scientific article
Language Label Description Also known as
English
Correlation cascades, ergodic properties and long memory of infinitely divisible processes
scientific article

    Statements

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

    Identifiers