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Publication:3353894
zbMath0729.60031MaRDI QIDQ3353894
Arvydas Astrauskas, Murad S. Taqqu, Joshua B. Levy
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic dependence structureH-self-similar process with stationary incrementsLog-fractional Lévy motion
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New classes of self-similar symmetric stable random fields ⋮ Asymptotics of empirical processes of long memory moving averages with infinite variance. ⋮ Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. ⋮ Spectral covariance and limit theorems for random fields with infinite variance ⋮ A characterization of mixing processes of type G ⋮ Fractional ARIMA with stable innovations ⋮ Fractional Lévy stable motion time-changed by gamma subordinator ⋮ Characterization of linear and harmonizable fractional stable motions ⋮ Codifference as a practical tool to measure interdependence
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