Long memory and self-similar processes

DOI10.5802/afst.1115zbMath1255.60060OpenAlexW2013927061MaRDI QIDQ2458948

Gennady Samorodnitsky

Publication date: 5 November 2007

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_2006_6_15_1_107_0

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18)

Related Items (4)

Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement ⋮ Study of on-line measurement of traffic self-similarity ⋮ Self-organized criticality attributed to a central limit-like convergence effect ⋮ A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION

Uses Software

• longmemo

Cites Work

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• Null flows, positive flows and the structure of stationary symmetric stable processes
• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
• Fractional Brownian Motions, Fractional Noises and Applications

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