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Long Range Dependence
Author(s): Gennady Samorodnitsky
Source:
Journal:Foundations and Trends® in Stochastic Systems
ISSN Print:1551-3092, ISSN Online:1551-3106
Publisher:Now Publishers
Volume 1 Number 3,
Document Type: Article
Pages: 95 (163-257)
DOI: 10.1561/0900000004
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.
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