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.
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.
@article{AFST_2006_6_15_1_107_0,
author = {Gennady Samorodnitsky},
title = {Long memory and self-similar processes},
journal = {Annales de la Facult\'e des sciences de Toulouse : Math\'ematiques},
pages = {107--123},
publisher = {Universit\'e Paul Sabatier, Institut de Math\'ematiques},
address = {Toulouse},
volume = {Ser. 6, 15},
number = {1},
year = {2006},
doi = {10.5802/afst.1115},
mrnumber = {2225749},
language = {en},
url = {https://afst.centre-mersenne.org/articles/10.5802/afst.1115/}
}
TY - JOUR AU - Gennady Samorodnitsky TI - Long memory and self-similar processes JO - Annales de la Faculté des sciences de Toulouse : Mathématiques PY - 2006 SP - 107 EP - 123 VL - 15 IS - 1 PB - Université Paul Sabatier, Institut de Mathématiques PP - Toulouse UR - https://afst.centre-mersenne.org/articles/10.5802/afst.1115/ DO - 10.5802/afst.1115 LA - en ID - AFST_2006_6_15_1_107_0 ER -
%0 Journal Article %A Gennady Samorodnitsky %T Long memory and self-similar processes %J Annales de la Faculté des sciences de Toulouse : Mathématiques %D 2006 %P 107-123 %V 15 %N 1 %I Université Paul Sabatier, Institut de Mathématiques %C Toulouse %U https://afst.centre-mersenne.org/articles/10.5802/afst.1115/ %R 10.5802/afst.1115 %G en %F AFST_2006_6_15_1_107_0
Gennady Samorodnitsky. Long memory and self-similar processes. Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 15 (2006) no. 1, pp. 107-123. doi : 10.5802/afst.1115. https://afst.centre-mersenne.org/articles/10.5802/afst.1115/
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