The nature of discrete second-order self-similarity

DOI10.1239/AAP/1051201654MaRDI QIDQ4449504zbMATH OpenOpenAlexFDO

Authors A. Gefferth, D. Veitch, István Maricza, S. Molnár, Imre Z. Ruzsa

Publication date 11 February 2004

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

Full work available at URL https://doi.org/10.1239/aap/1051201654

zbMATH Keywords

discrete regular variationdiscrete self-similaritylonge-range dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

Recommendations

• A New Class of Second Order Self-Similar Processes
• Multivariate self-similar processes: second-order theory
• Long-range dependence and asymptotic self-similarity in third order
• Theorems and Fallacies in the Theory of Long-Range-Dependent Processes
• On defining long-range dependence

Cites work

• A New Class of Second Order Self-Similar Processes
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 3433971 (Why is no real title available?)
• scientific article; zbMATH DE number 218207 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 914352 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Multiple Wiener-Ito integrals. With applications to limit theorems
• On defining long-range dependence
• Regularly Varying Sequences
• Self-Similar Probability Distributions
• Semi-Stable Stochastic Processes
• Time series: theory and methods.

Cited in

(4)

• On discrete-time self-similar processes with stationary increments
• Why FARIMA models are brittle
• Long-range dependence and asymptotic self-similarity in third order
• A study of wavelet analysis and data extraction from second-order self-similar time series

Describes a project that uses

Uses Software

• longmemo

This page was built for publication: The nature of discrete second-order self-similarity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4449504)