Correlation cascades, ergodic properties and long memory of infinitely divisible processes
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- A Note on Maruyama's Mixing Theorem
- Ergodic properties of stationary stable processes
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
- Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
- Fractional {O}rnstein-{U}hlenbeck processes
- On defining long-range dependence
- On the structure of stationary stable processes
- Semi-Stable Stochastic Processes
- Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
- Simple conditions for mixing of infinitely divisible processes
- Some mixing conditions for stationary symmetric stable stochastic processes
- Spectral representations of infinitely divisible processes
- The dependence structure of the fractional Ornstein-Uhlenbeck process
- The equivalence of ergodicity and weak mixing for infinitely divisible processes
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- A least squares estimator for Lévy-driven moving averages based on discrete time observations
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
- Stochastic processes with power-law stability and a crossover in power-law correlations
- Asymptotic behaviour of time averages for non-ergodic Gaussian processes
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models
- Long memory and asymmetry for matrix-exponential dynamic correlation processes
- Ergodic properties of anomalous diffusion processes
- The Poisson aggregation process
- How random is a random vector?
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