Long memory and self-similar processes
Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 15 (2006) no. 1, p. 107-123

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.

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.

@article{AFST_2006_6_15_1_107_0,
title = {Long memory and self-similar processes},
journal = {Annales de la Facult\'e des sciences de Toulouse : Math\'ematiques},
publisher = {Universit\'e Paul Sabatier, Toulouse},
volume = {Ser. 6, 15},
number = {1},
year = {2006},
pages = {107-123},
doi = {10.5802/afst.1115},
mrnumber = {2225749},
zbl = {pre05208251},
language = {en},
url = {http://www.numdam.org/item/AFST_2006_6_15_1_107_0}
}

Samorodnitsky, Gennady. Long memory and self-similar processes. Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 15 (2006) no. 1, pp. 107-123. doi : 10.5802/afst.1115. http://www.numdam.org/item/AFST_2006_6_15_1_107_0/

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