scientific article; zbMATH DE number 218720

zbMATH Open0825.62696MaRDI QIDQ4694367FDOQ4694367

Authors: Gennady Samorodnitsky, Murad S. Taqqu 

Publication date: 29 June 1993

Title of this publication is not available (Why is that?)

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

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