{"title":"远距离依赖","authors":"G. Samorodnitsky","doi":"10.1561/0900000004","DOIUrl":null,"url":null,"abstract":"The notion of long range dependence is discussed from a variety of points of view, and a new approach is suggested. A number of related topics is also discussed, including connections with non-stationary processes, with ergodic theory, self-similar processes and fractionally differenced processes, heavy tails and light tails, limit theorems and large deviations.","PeriodicalId":156024,"journal":{"name":"Found. Trends Stoch. Syst.","volume":"65 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2007-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"347","resultStr":"{\"title\":\"Long Range Dependence\",\"authors\":\"G. Samorodnitsky\",\"doi\":\"10.1561/0900000004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The notion of long range dependence is discussed from a variety of points of view, and a new approach is suggested. A number of related topics is also discussed, including connections with non-stationary processes, with ergodic theory, self-similar processes and fractionally differenced processes, heavy tails and light tails, limit theorems and large deviations.\",\"PeriodicalId\":156024,\"journal\":{\"name\":\"Found. Trends Stoch. Syst.\",\"volume\":\"65 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2007-12-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"347\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Found. Trends Stoch. Syst.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1561/0900000004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Found. Trends Stoch. Syst.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1561/0900000004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The notion of long range dependence is discussed from a variety of points of view, and a new approach is suggested. A number of related topics is also discussed, including connections with non-stationary processes, with ergodic theory, self-similar processes and fractionally differenced processes, heavy tails and light tails, limit theorems and large deviations.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
