On defining long-range dependence

DOI10.2307/3215008MaRDI QIDQ4376514zbMATH OpenOpenAlexFDO

Authors

Publication date 10 May 1999

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215008

zbMATH Keywords

Allen variancefractional stable noiseinfinite variance modelspersistence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• A unified approach to compound Poisson process and its time-fractional versions
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