Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643)
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scientific article; zbMATH DE number 5614622
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| English | Correlation cascades, ergodic properties and long memory of infinitely divisible processes |
scientific article; zbMATH DE number 5614622 |
Statements
Correlation cascades, ergodic properties and long memory of infinitely divisible processes (English)
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13 October 2009
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correlation cascade
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infinitely divisible process
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ergodicity
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weak mixing
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mixing
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long memory
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stable distribution
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fractional Ornstein-Uhlenbeck process
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0.7492050528526306
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0.7424780130386353
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0.7418329119682312
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0.7418329119682312
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0.7339580655097961
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