On highly skewed fractional log‐stable noise sequences and their application-Reference-Cited by-同舟云学术

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On highly skewed fractional log‐stable noise sequences and their application

Published:2022-12-19 Issue: Volume: Page:
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:Journal Time Series Analysis

Author:

Pavlopoulos Harry¹^ORCID,Chronis George²

Affiliation:

1. Department of Statistics Athens University of Economics and Business Athens Greece

2. Department of Economics Athens University of Economics and Business Athens Greece

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12671

Reference39 articles.

1. Modeling river flows with heavy tails

2. The asymptotic dependence structure of the linear fractional Levy motion;Astrauskas A;Lithuanian Mathematical Journal,1991

3. Time Series: Theory and Methods

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