A note on occupation times of stationary processes.
Kozlova, Marina, Salminen, Paavo (2005)
Electronic Communications in Probability [electronic only]
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Kozlova, Marina, Salminen, Paavo (2005)
Electronic Communications in Probability [electronic only]
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V. Schmidt (1976)
Applicationes Mathematicae
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Lidia Inglot (1983)
Applicationes Mathematicae
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Greg G. Gibbon (1988)
Colloquium Mathematicae
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K. Arndt, P. Franken (1979)
Applicationes Mathematicae
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M. M. Sysło (1974)
Applicationes Mathematicae
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André Arnold (1988)
Banach Center Publications
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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...
Kunze, M., Monteiro Marques, Manuel D.P. (1997)
Journal of Convex Analysis
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A. Makagon, A. Weron (1976)
Studia Mathematica
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Dorogovtsev, A.Ya., Trofimchuk, O.Yu. (2001)
Journal of Applied Mathematics and Stochastic Analysis
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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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