Correlation cascades, ergodic properties and long memory of infinitely divisible processes
type: Item
instance of: scholarly article
title: Correlation cascades, ergodic properties and long memory of infinitely divisible processes
zbMATH Open document ID: 1175.60047
author: Marcin Magdziarz
published in: Stochastic Processes and their Applications
publication date: 2009-10-13T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 5614622
zbMATH Keywords: correlation cascade
zbMATH Keywords: infinitely divisible process
zbMATH Keywords: ergodicity
zbMATH Keywords: weak mixing
zbMATH Keywords: mixing
zbMATH Keywords: long memory
zbMATH Keywords: stable distribution
zbMATH Keywords: fractional Ornstein-Uhlenbeck process
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.spa.2009.06.002
OpenAlex ID: W2163330864
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DOI: 10.1016/J.SPA.2009.06.002
description: scientific article; zbMATH DE number 5614622