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Long Range Dependence
Long Range Dependence
Gennady Samorodnitsky
Gennady Samorodnitsky
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1 January 2006
journal article
Published by
Now Publishers
in
Foundations and Trends® in Stochastic Systems
Vol. 1
(3)
,
163-257
https://doi.org/10.1561/0900000004
Abstract
Publishers of Foundations and Trends, making research accessible
Keywords
RELATED TOPIC
HEAVY TAIL
LONG RANGE DEPENDENCE
ERGODIC THEORY
DIFFERENCED PROCESS
LIMIT THEOREM
NEW APPROACH
LARGE DEVIATION
. LONG RANGE DEPENDENCE
NON-STATIONARY PROCESS
LARGE DEVIATIONS .
RARE EVENTS
LIGHT TAIL
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Open Access
Cited by 132 articles