scientific article; zbMATH DE number 218720

MaRDI QIDQ4694367zbMATHFDO

Authors Gennady Samorodnitsky, Murad S. Taqqu

Publication date 29 June 1993

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(5)

• A note on filtering for long memory processes
• Bilinear stochastic systems with fractional Brownian motion input
• Fractional ARIMA with stable innovations
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
• Series representation of jointly \(S \alpha S\) distribution via symmetric covariations

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