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scientific article; zbMATH DE number 218720

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Publication:4694367
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zbMath0825.62696MaRDI QIDQ4694367

Gennady Samorodnitsky, Murad S. Taqqu

Publication date: 29 June 1993


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

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


Related Items (5)

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




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