The long-range dependence of linear log-fractional stable motion

MaRDI QIDQ2787469zbMATH OpenFDO

Authors Murad S. Taqqu, Joshua B. Levy

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52)

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