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 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)

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• A New Class of Second Order Self-Similar Processes
• 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)

• 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

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• longmemo

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