Long-memory stable Ornstein-Uhlenbeck processes.

Maejima, Makoto; Yamamoto, Kenji

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Displaying similar documents to “Long-memory stable Ornstein-Uhlenbeck processes.”

Long memory and self-similar processes

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.