Correlation cascades, ergodic properties and long memory of infinitely divisible processes

Published 2009 View Full Article

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Title
Correlation cascades, ergodic properties and long memory of infinitely divisible processes
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 119, Issue 10, Pages 3416-3434
Publisher
Elsevier BV
Online
2009-06-12
DOI
10.1016/j.spa.2009.06.002

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