The nature of discrete second-order self-similarity

DOI10.1239/AAP/1051201654zbMATH Open1040.60030OpenAlexW2052640458MaRDI QIDQ4449504FDOQ4449504

S. Molnár, D. Veitch, A. Gefferth, István Maricza, Imre Z. Ruzsa

Publication date: 11 February 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1051201654

zbMATH Keywords

discrete self-similaritydiscrete regular variationlonge-range dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

Cites Work

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• Time series: theory and methods.
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Self-Similar Probability Distributions
• Semi-Stable Stochastic Processes
• On defining long-range dependence
• Regularly Varying Sequences
• A New Class of Second Order Self-Similar Processes

Cited In (2)

• Why FARIMA models are brittle
• On discrete-time self-similar processes with stationary increments

Uses Software

• longmemo

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