Spectral type of a polynomial of stationary Gaussian process
B. Lučić (1986)
Matematički Vesnik
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B. Lučić (1986)
Matematički Vesnik
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Slobodanka S. Mitrović (2005)
Matematički Vesnik
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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.
Vladimír Klega (1983)
Aplikace matematiky
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The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
Dacunha-Castelle, Didier, Fermín, Lisandro (2006)
Electronic Communications in Probability [electronic only]
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Waclaw Timoszyk (1974)
Colloquium Mathematicae
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Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
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K. Urbanik (1962)
Studia Mathematica
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Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
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