On the non-equivalence of two criteria of comparability of stationary point processes
V. Schmidt (1976)
Applicationes Mathematicae
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V. Schmidt (1976)
Applicationes Mathematicae
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K. Arndt, P. Franken (1979)
Applicationes Mathematicae
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Greg G. Gibbon (1988)
Colloquium Mathematicae
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André Arnold (1988)
Banach Center Publications
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M. M. Sysło (1974)
Applicationes Mathematicae
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Kunze, M., Monteiro Marques, Manuel D.P. (1997)
Journal of Convex Analysis
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B. Kopociński (1966)
Applicationes Mathematicae
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Andrzej Makagon (1999)
Studia Mathematica
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A one-to-one correspondence between locally square integrable periodically correlated (PC) processes and a certain class of infinite-dimensional stationary processes is obtained. The correspondence complements and clarifies Gladyshev's known result [3] describing the correlation function of a continuous periodically correlated process. In contrast to Gladyshev's paper, the procedure for explicit reconstruction of one process from the other is provided. A representation of a PC process...
A. Weron (1974)
Studia Mathematica
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Gennady Samorodnitsky (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
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This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-tailed cases.
Schmidt, Werner H (2015-12-13T11:23:17Z)
Acta Universitatis Lodziensis. Folia Mathematica
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I. Kopocińska (1988)
Applicationes Mathematicae
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Lingjiong Zhu (2014)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.
Küchler Ingeborg (1985)
Banach Center Publications
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