Correlation cascades, ergodic properties and long memory of infinitely divisible processes-Reference-Cited by-同舟云学术

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Correlation cascades, ergodic properties and long memory of infinitely divisible processes

Published:2009-10 Issue:10 Volume:119 Page:3416-3434
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Magdziarz Marcin

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference30 articles.

1. Statistics for Long-Memory Processes;Beran,1994

2. The Lamperti transformation for self-similar processes;Burnecki;Yokohama Math. J.,1997

3. Ergodic properties of stationary stable processes;Cambanis;Stochastic Process Appl.,1987

4. Chaotic behaviour of infinitely divisible processes;Cambanis;Studia Math.,1995

5. Fractional Ornstein–Uhlenbeck processes;Cheridito;Electron. J. Probab.,2003

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