The nature of discrete second-order self-similarity

DOI10.1239/AAP/1051201654zbMATH Open1040.60030OpenAlexW2052640458MaRDI QIDQ4449504FDOQ4449504

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

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zbMATH Keywords

discrete self-similaritydiscrete regular variationlonge-range dependence

Mathematics Subject Classification ID

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

Cites Work

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• Time series: theory and methods.
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• Multiple Wiener-Ito integrals. With applications to limit theorems
• Self-Similar Probability Distributions
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• Semi-Stable Stochastic Processes
• On defining long-range dependence
• Regularly Varying Sequences
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• A New Class of Second Order Self-Similar Processes

Cited In (4)

• 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
• On discrete-time self-similar processes with stationary increments

Uses Software

• longmemo

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