Simulating Sample Paths of Linear Fractional Stable Motion (Q3547799)

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Simulating Sample Paths of Linear Fractional Stable Motion
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    Simulating Sample Paths of Linear Fractional Stable Motion (English)
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    21 December 2008
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    fast Fourier transform
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    heavy-tailed distributions
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    linear fractional stable motion
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    linear process
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    long-range dependence
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    simulation
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