Long memory and self-similar processes
نویسندگان
چکیده
— 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. RÉSUMÉ. — Cet article est une synthèse de résultats et idées classiques ou nouveaux sur la longue mémoire, les changements d’échelles et l’autosimilarité, à la fois dans le cas de queues de distributions lourdes ou légères.
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