Dynamic models of long-memory processes driven by Lévy noise (Q4804729)

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scientific article; zbMATH DE number 1902499
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Dynamic models of long-memory processes driven by Lévy noise
scientific article; zbMATH DE number 1902499

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    Dynamic models of long-memory processes driven by Lévy noise (English)
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    27 July 2003
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    long-range dependence
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    Lévy processes
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    heavy-tailed processes
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    fractional stochastic difference equations
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