Long memory and self-similar processes
Work
Year: 2009
Type: article
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.
Author Gennady Samorodnitsky
Institution Cornell University
Cites: 28
Cited by: 31
Related to: 10
FWCI: 5.863
Citation percentile (by year/subfield): 95.32
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: bronze