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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.

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.

DOI: 10.5802/afst.1115
Gennady Samorodnitsky 1

1 School of Operations Research and Industrial Engineering, and Department of Statistical Science, Cornell University, Ithaca, NY 14853.
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Gennady Samorodnitsky. 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. https://afst.centre-mersenne.org/articles/10.5802/afst.1115/

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