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Linear rescaling of the stochastic process

Petr Lachout (1992)

Commentationes Mathematicae Universitatis Carolinae

Discussion on the limits in distribution of processes Y under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson Mason (1982) and Laha Rohatgi (1982) are improved here.

Long memory and self-similar processes

Gennady Samorodnitsky (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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.

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