Results 21 to 30 of about 36 (36)
The Periodogram of fractional processes. [PDF]
We analyse asymptotic properties of the discrete Fourier transform and the periodogram of time series obtained through (truncated) linear filtering of stationary processes.
Velasco, Carlos
core
Large deviations, moderate deviations, and queues with long-range dependent input
, 2012 [[abstract]]Long-range dependence has been recently asserted to be an important characteristic in modeling telecommunications traffic. Inspired by the integral relationship between the fractional Brownian motion and the standard Brownian motion, we model
Chang, Cheng-Shang;Yao, David D.;Zajic, Tim
core
A bivariate Lévy process with negative binomial and gamma marginals
The joint distribution of X and N, where N has a geometric distribution and X is the sum of N IID exponential variables (independent of N), is infinitely divisible.
Kozubowski, Tomasz J. +2 more
core
Some of the next articles are maybe not open access.
Basic properties of critical lognormal multiplicative chaos
Annals of Probability, 2015Antti Kupiainen +2 more
exaly
Localizable Moving Average Symmetric Stable and Multistable Processes
Stochastic Models, 2009Kenneth Falconer
exaly
Itô formula for an asymptotically $4$-stable process
Annals of Applied Probability, 1996Krzysztof Burdzy
exaly
Approximation of the Rosenblatt process by semimartingales
Communications in Statistics - Theory and Methods, 2017Yan Litan
exaly
Real self-similar processes started from the origin
Annals of Probability, 2017Andreas Kyprianou +2 more
exaly
Local times and related sample Path properties of certain self-similar processes
Kyoto Journal of Mathematics, 1993Norio Kono, Narn-Rueih Shieh
exaly