Long memory process and heavy-tailed distribution

MaRDI QIDQ3616653zbMATH OpenFDO

Authors Kimio Morimune, Naoya Sueishi

Publication date 26 March 2009

zbMATH Keywords

FARIMA modelfractional Gaussian noiseheavy-taillong memorystable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Stable stochastic processes (60G52)

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• Heavy-tailed Distributions in Some Stochastic Dynamical Models

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