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Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs

, and . Signal Processing, 85 (8): 1523--1545 (August 2005)

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Convergence of weighted sums of random variables with long-range dependence, and . Stochastic Processes and their Applications, 90 (1): 157--174 (November 2000)Necessary conditions for the existence of conditional moments of stable random variables, and . Stochastic Processes and their Applications, 56 (2): 233--246 (April 1995)How do conditional moments of stable vectors depend on the spectral measure?, and . Stochastic Processes and their Applications, 54 (1): 95--111 (November 1994)Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion, and . Journal of Time Series Analysis, 27 (3): 367--380 (121 05 2006)doi: 10.1111/j.1467-9892.2005.00470.x.Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range non-periodic dependence (Technical report ... College of Engineering, Cornell University). School of Operations Research and Industrial Engineering, College of Engineering, Cornell University, (1976)Convergence of normalized quadratic forms, and . Journal of Statistical Planning and Inference, 80 (1-2): 15--35 (Aug 1, 1999)Bivariate symmetric statistics of long-range dependent observations, and . Journal of Statistical Planning and Inference, 28 (2): 263--270 (June 1991)Existence of joint moments of stable random variables, and . Statistics & Probability Letters, 10 (2): 167--172 (July 1990)Meaningful MRA initialization for discrete time series., , and . Signal Process., 80 (9): 1971-1983 (2000)Self-similar processes and related ultraviolet and infrared catastrophes (Technical report - School of Operations Research and Industrial Engineering, College of Engineering, Cornell University). School of Operations Research and Industrial Engineering, College of Engineering, Cornell University, (1979)