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Discrete-time trawl processes with long memory - MaRDI portal

Discrete-time trawl processes with long memory

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Publication:6278682

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arXiv1610.04880MaRDI QIDQ6278682

Paul Doukhan, Adam Jakubowski, Sílvia R. C. Lopes, Donatas Surgailis

Publication date: 16 October 2016

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Special processes (60K99) Stochastic processes (60G99)

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