Long memory and self-similar processes

Gennady Samorodnitsky[1]

  • [1] School of Operations Research and Industrial Engineering, and Department of Statistical Science, Cornell University, Ithaca, NY 14853.

Annales de la faculté des sciences de Toulouse Mathématiques (2006)

  • Volume: 15, Issue: 1, page 107-123
  • ISSN: 0240-2963

Abstract

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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.

How to cite

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Samorodnitsky, Gennady. "Long memory and self-similar processes." Annales de la faculté des sciences de Toulouse Mathématiques 15.1 (2006): 107-123. <http://eudml.org/doc/10027>.

@article{Samorodnitsky2006,
abstract = {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.},
affiliation = {School of Operations Research and Industrial Engineering, and Department of Statistical Science, Cornell University, Ithaca, NY 14853.},
author = {Samorodnitsky, Gennady},
journal = {Annales de la faculté des sciences de Toulouse Mathématiques},
language = {eng},
number = {1},
pages = {107-123},
publisher = {Université Paul Sabatier, Toulouse},
title = {Long memory and self-similar processes},
url = {http://eudml.org/doc/10027},
volume = {15},
year = {2006},
}

TY - JOUR
AU - Samorodnitsky, Gennady
TI - Long memory and self-similar processes
JO - Annales de la faculté des sciences de Toulouse Mathématiques
PY - 2006
PB - Université Paul Sabatier, Toulouse
VL - 15
IS - 1
SP - 107
EP - 123
AB - 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.
LA - eng
UR - http://eudml.org/doc/10027
ER -

References

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