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Long memory and self-similar processes

  • Samorodnitsky G
Annales de la Faculté des sciences de Toulouse : Mathématiques (2009) 15(1) 107-123
DOI: 10.5802/afst.1115
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Abstract

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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Samorodnitsky, G. (2009). Long memory and self-similar processes. Annales de La Faculté Des Sciences de Toulouse : Mathématiques, 15(1), 107–123. https://doi.org/10.5802/afst.1115

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