Stable Non-Gaussian Random Processes Gennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994
作者： Keith Knight
DOI: 10.1017/S0266466600005673
关键词: Stochastic process 、 Gaussian 、 Mathematics 、 Gennady 、 Statistical physics
摘要:
sci-hub.se 参考文章(31)
Werner Wolf, Gerd Christoph, Convergence theorems with a stable limit law Akademie Verlag. ,(1992)
V. M. Zolotarev, One-dimensional stable distributions ,(1986)
P. M. Lee, A. Janicki, A. Weron, 14. Simulation and Chaotic Behaviour of α‐Stable Stochastic Processes Journal of The Royal Statistical Society Series A-statistics in Society. ,vol. 158, pp. 351- 352 ,(1995) , 10.2307/2983310
Raoul LePage, Michael Woodroofe, Joel Zinn, Convergence to a Stable Distribution Via Order Statistics Annals of Probability. ,vol. 9, pp. 624- 632 ,(1981) , 10.1214/AOP/1176994367
Richard Davis, Sidney Resnick, Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities Annals of Probability. ,vol. 13, pp. 179- 195 ,(1985) , 10.1214/AOP/1176993074
David Pollard, Convergence of stochastic processes ,(1984)
Richard A. Davis, Dawei Huang, Yi-Ching Yao, Testing for a Change in the Parameter Values and Order of an Autoregressive Model Annals of Statistics. ,vol. 23, pp. 282- 304 ,(1995) , 10.1214/AOS/1176324468
Walter Willinger, Murad S. Taqqu, Will E. Leland, Daniel V. Wilson, Self-Similarity in High-Speed Packet Traffic: Analysis and Modeling of Ethernet Traffic Measurements Statistical Science. ,vol. 10, pp. 67- 85 ,(1995) , 10.1214/SS/1177010131
Gennady Samorodnitsky, Murad S. Taqqu, Stable Non-Gaussian Random Processes Journal of the American Statistical Association. ,vol. 90, pp. 805- ,(1995) , 10.1201/9780203738818
Stephen Beveridge, Charles R. Nelson, A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ Journal of Monetary Economics. ,vol. 7, pp. 151- 174 ,(1981) , 10.1016/0304-3932(81)90040-4