Kristoufek, Ladislav Power-law cross-correlations: issues, solutions and future challenges. (English) Zbl 07624827 Grech, Dariusz (ed.) et al., Simplicity of complexity in economic and social systems. Proceedings of the 54th winter school of theoretical physics, Lądek Zdrój, Poland, February 18–24, 2018. Cham: Springer. Springer Proc. Complex., 43-54 (2021). MSC: 62P05 PDFBibTeX XMLCite \textit{L. Kristoufek}, in: Simplicity of complexity in economic and social systems. Proceedings of the 54th winter school of theoretical physics, Lądek Zdrój, Poland, February 18--24, 2018. Cham: Springer. 43--54 (2021; Zbl 07624827) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Prog. Probab. 77, 683--710 (2021; Zbl 1469.60167) Full Text: DOI arXiv
Yixuan, Liu; Wishart, J. R. Local polynomial \(M\)-estimation in random design regression with dependent errors. (English) Zbl 1434.62059 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 219-227 (2019). MSC: 62G08 62K20 PDFBibTeX XMLCite \textit{L. Yixuan} and \textit{J. R. Wishart}, Springer Proc. Math. Stat. 294, 219--227 (2019; Zbl 1434.62059) Full Text: DOI
Rosenblatt, Murray Short range and long range dependence. (English) Zbl 1368.60038 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 283-294 (2015). MSC: 60G10 60G15 60F05 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Fields Inst. Commun. 76, 283--294 (2015; Zbl 1368.60038) Full Text: DOI
Lim, S. C.; Eab, C. H. Some fractional and multifractional Gaussian processes: a brief introduction. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60066 Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560001, 14 p. (2015). MSC: 60G22 60G15 60G18 PDFBibTeX XMLCite \textit{S. C. Lim} and \textit{C. H. Eab}, in: Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6--11, 2014. Hackensack, NJ: World Scientific. Article ID 1560001, 14 p. (2015; Zbl 1337.60066) Full Text: DOI arXiv
Pipiras, Vladas; Taqqu, Murad S. Long-range dependence of the two-dimensional Ising model at critical temperature. (English) Zbl 1334.82018 Frame, Michael (ed.) et al., Benoit Mandelbrot. A life in many dimensions. Hackensack, NJ: World Scientific (ISBN 978-981-4366-06-9/hbk; 978-981-4635-53-0/ebook). Fractals and Dynamics in Mathematics, Science, and the Arts: Theory an Applications 1, 399-440 (2015). MSC: 82B20 82B27 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, in: Benoit Mandelbrot. A life in many dimensions. Hackensack, NJ: World Scientific. 399--440 (2015; Zbl 1334.82018) Full Text: DOI Link
Lévy-Leduc, Céline; Taqqu, Murad S. Long-range dependence and the rank of decompositions. (English) Zbl 1321.60074 Carfì, David (ed.) et al., Fractal geometry and dynamical systems in pure and applied mathematics II: Fractals in applied mathematics. Selected papers based on three conferences following the passing of Benoît Mandelbrot in October 2010. 1st PISRS 2011 international conference on analysis, fractal geometry, dynamical systems and economics, Messina, Italy, November 8–12, 2011, AMS special session on fractal geometry in pure and applied mathematics, in memory of Benoît Mandelbrot, Boston, MA, USA, January 2012, AMS special session on geometry and analysis on fractal spaces, Honolulu, HI, USA, March 2012. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-9148-3/pbk; 978-1-4704-1083-4/ebook). Contemporary Mathematics 601, 289-305 (2013). MSC: 60G18 62M10 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} and \textit{M. S. Taqqu}, Contemp. Math. 601, 289--305 (2013; Zbl 1321.60074) Full Text: DOI
Amblard, Pierre-Olivier; Coeurjolly, Jean-François; Lavancier, Frédéric; Philippe, Anne Basic properties of the multivariate fractional Brownian motion. (English) Zbl 1293.60044 Chaumont, Loïc (ed.) et al., Self-similar processes and their applications. Selected papers related to the conference, Angers, France, July 20–24, 2009. Paris: Société Mathématique de France (ISBN 978-2-85629-365-2). Séminaires et Congrès 28, 63-84 (2013). MSC: 60G22 PDFBibTeX XMLCite \textit{P.-O. Amblard} et al., Sémin. Congr. 28, 63--84 (2013; Zbl 1293.60044) Full Text: arXiv
Garzón, Johanna; Gorostiza, Luis G. Some examples of similarity families of long range dependent Gaussian processes. (English. Spanish summary) Zbl 1325.60049 González-Barrios, José M. (ed.) et al., Modelos en estadística y probabilidad. II. México: Sociedad Matemática Mexicana; México: Instituto de Matemáticas, UNAM; México: Cinvestav (ISBN 978-607-02-2633-5/pbk). Aportaciones Matemáticas. Comunicaciones 44, 135-148 (2011). MSC: 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{J. Garzón} and \textit{L. G. Gorostiza}, Aportaciones Mat., Comun. 44, 135--148 (2011; Zbl 1325.60049)
Biagini, Francesca; Fuschini, Serena; Klüppelberg, Claudia Credit contagion in a long range dependent macroeconomic factor model. (English) Zbl 1237.91219 Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 105-132 (2011). MSC: 91G40 91G20 91G70 60G22 PDFBibTeX XMLCite \textit{F. Biagini} et al., in: Advanced mathematical methods for finance. Berlin: Springer. 105--132 (2011; Zbl 1237.91219) Full Text: DOI
Bǎrbulescu, Alina; Serban (Gherghina), Cristina; Maftei, Carmen Evaluation of Hurst exponent for precipitation time series. (English) Zbl 1231.62157 Mastorakis, N. (ed.) et al., Latest trends on computers. 2 Volumes. Papers based on the presentations at the 14th WSEAS international conference on computers (Part of the 14th WSEAS CSCC multiconference), Corfu Island, Greece, July 23–25, 2010. Athens: World Scientific and Engineering Academy and Society (WSEAS) (ISBN 978-960-474-206-6/CD-ROM; 978-960-474-201-1). 590-595 (2010). MSC: 62M10 62P12 PDFBibTeX XMLCite \textit{A. Bǎrbulescu} et al., in: Latest trends on computers. 2 Volumes. Papers based on the presentations at the 14th WSEAS international conference on computers (Part of the 14th WSEAS CSCC multiconference), Corfu Island, Greece, July 23--25, 2010. Athens: World Scientific and Engineering Academy and Society (WSEAS). 590--595 (2010; Zbl 1231.62157)
Daley, D. J. Long-range dependence in a Cox process directed by an alternating renewal process. (English) Zbl 1208.60084 Bingham, N. H. (ed.) et al., Probability and mathematical genetics. Papers in honour of Sir John Kingman. Cambridge: Cambridge University Press (ISBN 978-0-521-14577-0/pbk). London Mathematical Society Lecture Note Series 378, 169-184 (2010). MSC: 60K05 60K15 60G55 PDFBibTeX XMLCite \textit{D. J. Daley}, Lond. Math. Soc. Lect. Note Ser. 378, 169--184 (2010; Zbl 1208.60084)
Li, Ming; Lim, S. C.; Zhao, Wei Long-range dependent network traffic: a view from generalized Cauchy process. (English) Zbl 1210.60105 Yang, Fengshan (ed.), Progress in applied mathematical modeling. New York, NY: Nova Science Publishers (ISBN 1-60021-976-4/hbk). 319-336 (2008). Reviewer: Eugene A. Feinberg (Stony Brook) MSC: 60K30 28A80 60G15 60G18 62M10 60E07 PDFBibTeX XMLCite \textit{M. Li} et al., in: Progress in applied mathematical modeling. New York, NY: Nova Science Publishers. 319--336 (2008; Zbl 1210.60105)
Fasen, Vicky; Klüppelberg, Claudia Extremes of supOU processes. (English) Zbl 1136.60034 Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 339-359 (2007). Reviewer: Michael Falk (Würzburg) MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{V. Fasen} and \textit{C. Klüppelberg}, Abel Symp. 2, 339--359 (2007; Zbl 1136.60034)
Buche, Robert T.; Ghosh, Arka; Pipiras, Vladas; Zhang, Jim X. Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence. (English) Zbl 1131.93376 Agrawal, Prathima (ed.) et al., Wirelesse communications. Invited papers based on the presentations at the IMA summer school program on wireless communications, University of Minnesota, June 22 – July 1, 2005. New York, NY: Springer (ISBN 0-387-37269-5/hbk). The IMA Volumes in Mathematics and its Applications 143, 53-74 (2007). MSC: 93E03 60G18 60G51 60G57 90B18 PDFBibTeX XMLCite \textit{R. T. Buche} et al., IMA Vol. Math. Appl. 143, 53--74 (2007; Zbl 1131.93376)
Karmeshu; Sharma, Shachi Power law and Tsallis entropy: network traffic and applications. (English) Zbl 1160.82302 Sengupta, Ashok (ed.), Chaos, nonlinearity, complexity. The dynamical paradigm of nature. Proceedings of the international workshop on mathematics and physics of complex and nonlinear systems, Kanpur, India, March 14–26, 2004. Berlin: Springer (ISBN 978-3-540-31756-2/hbk). Studies in Fuzziness and Soft Computing 206, 162-178 (2006). MSC: 82B03 90B10 PDFBibTeX XMLCite \textit{Karmeshu} and \textit{S. Sharma}, Stud. Fuzziness Soft Comput. 206, 162--178 (2006; Zbl 1160.82302)
Lavancier, Frédéric Long memory random fields. (English) Zbl 1113.60053 Bertail, Patrice (ed.) et al., Dependence in probability and statistics. New York, NY: Springer (ISBN 0-387-31741-4/pbk). Lecture Notes in Statistics 187, 195-220 (2006). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60G18 60G10 60F05 62M10 62M40 PDFBibTeX XMLCite \textit{F. Lavancier}, Lect. Notes Stat. 187, 195--220 (2006; Zbl 1113.60053) Full Text: DOI
Kaj, Ingemar Limiting fractal random processes in heavy-tailed systems. (English) Zbl 1186.60018 Lévy-Véhel, Jacques (ed.) et al., Fractals in engineering. New trends in theory and applications. London: Springer (ISBN 1-84628-047-8/hbk; 1-84628-048-6/ebook). 199-217 (2005). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G51 60K05 60K25 PDFBibTeX XMLCite \textit{I. Kaj}, in: Fractals in engineering. New trends in theory and applications. London: Springer. 199--217 (2005; Zbl 1186.60018)
Cont, Rama Long range dependence in financial markets. (English) Zbl 1186.91230 Lévy-Véhel, Jacques (ed.) et al., Fractals in engineering. New trends in theory and applications. London: Springer (ISBN 1-84628-047-8/hbk; 1-84628-048-6/ebook). 159-179 (2005). MSC: 91G70 62P05 91B84 PDFBibTeX XMLCite \textit{R. Cont}, in: Fractals in engineering. New trends in theory and applications. London: Springer. 159--179 (2005; Zbl 1186.91230)
Rao, T. Subba; Terdik, Gy. On the theory of discrete and continuous bilinear time series models. (English) Zbl 1016.62102 Shanbhag, D. N. (ed.) et al., Stochastic processes: Modelling and simulation. Amsterdam: North-Holland. Handb. Stat. 21, 827-870 (2003). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{Gy. Terdik}, Handb. Stat. 21, 827--870 (2003; Zbl 1016.62102)
Riedi, Rudolf H. Multifractal processes. (English) Zbl 1060.28008 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (ISBN 0-8176-4168-8/hbk). 625-716 (2003). Reviewer: José-Manuel Rey (Madrid) MSC: 28A80 60F10 60G18 60J65 42C40 PDFBibTeX XMLCite \textit{R. H. Riedi}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 625--716 (2003; Zbl 1060.28008)
Abry, Patrice; Flandrin, Patrick; Taqqu, Murad S.; Veitch, Darryl Self-similarity and long-range dependence through the wavelet lens. (English) Zbl 1029.60028 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 527-556 (2003). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G18 62G05 62G07 PDFBibTeX XMLCite \textit{P. Abry} et al., in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 527--556 (2003; Zbl 1029.60028)
Mikosch, Thomas; Stărică, Cătălin Long-range dependence effects and ARCH modeling. (English) Zbl 1026.62113 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 439-459 (2003). MSC: 62P05 62M10 60J05 60G10 60G70 91B28 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{C. Stărică}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 439--459 (2003; Zbl 1026.62113)
Kokoszka, Piotr; Leipus, Remigijus Detection and estimation of changes in regime. (English) Zbl 1031.62075 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 325-337 (2003). MSC: 62M10 62F10 62G10 62G30 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{R. Leipus}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 325--337 (2003; Zbl 1031.62075)
Doukhan, Paul; Khezour, Abdelali; Lang, Gabriel Nonparametric estimation for long-range dependent sequences. (English) Zbl 1029.62035 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 303-311 (2003). MSC: 62G07 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 303--311 (2003; Zbl 1029.62035)
Ho, Hwai-Chung; Hsing, Tailen A decomposition for generalized U-statistics of long-memory linear processes. (English) Zbl 1034.60022 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (ISBN 0-8176-4168-8/hbk). 143-155 (2003). Reviewer: Neville Weber (Sydney) MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{H.-C. Ho} and \textit{T. Hsing}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 143--155 (2003; Zbl 1034.60022)
Surgailis, D. Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals. (English) Zbl 1034.60026 Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (ISBN 0-8176-4168-8/hbk). 129-142 (2003). Reviewer: Neville Weber (Sydney) MSC: 60F05 60G15 62M10 PDFBibTeX XMLCite \textit{D. Surgailis}, in: Theory and applications of long-range dependence. Boston, MA: Birkhäuser. 129--142 (2003; Zbl 1034.60026)
Mielniczuk, J. Some remarks on the almost sure central limit theorem for dependent sequences. (English) Zbl 1026.60035 Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 391-403 (2002). Reviewer: J.Steinebach (Marburg) MSC: 60F15 60F17 60G10 60G15 PDFBibTeX XMLCite \textit{J. Mielniczuk}, in: Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28--July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 391--403 (2002; Zbl 1026.60035)
Daley, D. J.; Vesilo, R. A. Long range dependence of inputs and outputs of some classical queues. (English) Zbl 0983.60047 McDonald, David R. (ed.) et al., Analysis of communication networks: call centres, traffic and performance. Proceedings of the workshop on analysis and simulation of communication networks, Toronto, Ontario, Canada, November 1998. Providence, RI: AMS, American Mathematical Society. Fields Inst. Commun. 28, 179-186 (2000). Reviewer: V.Schmidt (Ulm) MSC: 60G55 90B22 PDFBibTeX XMLCite \textit{D. J. Daley} and \textit{R. A. Vesilo}, Fields Inst. Commun. 28, 179--186 (2000; Zbl 0983.60047)
Flandrin, Patrick; Abry, Patrice Wavelets for scaling processes. (English) Zbl 0960.62091 Dekking, Michel (ed.) et al., Fractals: Theory and applications in engineering. London: Springer. 47-64 (1999). MSC: 62M09 60G35 42C40 PDFBibTeX XMLCite \textit{P. Flandrin} and \textit{P. Abry}, in: Fractals: Theory and applications in engineering. London: Springer. 47--64 (1999; Zbl 0960.62091)
Chan, Grace; Wood, Andrew T. A. Simulation of multifractional Brownian motion. (English) Zbl 0952.65006 Payne, Roger (ed.) et al., COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24-28, 1998. Heidelberg: Physica-Verlag. 233-238 (1998). MSC: 65C50 60J65 PDFBibTeX XMLCite \textit{G. Chan} and \textit{A. T. A. Wood}, in: COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24--28, 1998. Heidelberg: Physica-Verlag. 233--238 (1998; Zbl 0952.65006)
Politis, Dimitris N.; Paparoditis, Efstathios On the sample mean of a stationary sequence under long-range dependence and heavy tails. (English) Zbl 0965.62011 Lipitakis, Elias A. (ed.), HERCMA ’98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24-26, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 492-495 (1998). MSC: 62E20 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{E. Paparoditis}, in: HERCMA '98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24--16, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 492--495 (1998; Zbl 0965.62011)
Taqqu, Murad S.; Teverovsky, Vadim On estimating the intensity of long-range dependence in finite and infinite variance time series. (English) Zbl 0922.62091 Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 177-217 (1998). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{M. S. Taqqu} and \textit{V. Teverovsky}, in: A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 177--217 (1998; Zbl 0922.62091)
Hall, Peter Defining and measuring long-range dependence. (English) Zbl 0866.62058 Cutler, Colleen D. (ed.) et al., Nonlinear dynamics and time series: building a bridge between the natural and statistical sciences. Proceedings of the workshop, Montréal, Canada, July 1995. Providence, RI: American Mathematical Society. Fields Inst. Commun. 11, 153-160 (1997). MSC: 62M10 62G07 37D45 PDFBibTeX XMLCite \textit{P. Hall}, Fields Inst. Commun. 11, 153--160 (1997; Zbl 0866.62058)
Robinson, P. M.; Velasco, C. Autocorrelation-robust inference. (English) Zbl 0911.62084 Maddala, G. S. (ed.) et al., Robust inference. Amsterdam: North-Holland. Handb. Stat. 15, 267-298 (1997). Reviewer: J.Antoch (Praha) MSC: 62M10 62F35 62P20 62G05 PDFBibTeX XMLCite \textit{P. M. Robinson} and \textit{C. Velasco}, Handb. Stat. 15, 267--298 (1997; Zbl 0911.62084)
Samorodnitsky, Gennady A class of shot noise models for financial applications. (English) Zbl 0861.60057 Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22–26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 332-353 (1996). Reviewer: A.Schärf (Mainz) MSC: 60G55 60E07 62P05 PDFBibTeX XMLCite \textit{G. Samorodnitsky}, in: Athens conference on applied probability and time series analysis, Athens, Greece, March 22--26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. 332--353 (1996; Zbl 0861.60057)
Chang, Cheng-Shang; Yao, David D.; Zajic, Tim Moderate deviations for queues with long-range dependent input. (English) Zbl 0856.60037 Glasserman, Paul (ed.) et al., Stochastic networks: stability and rare events. Proceedings of the workshop, Columbia, OH, USA, November 3-4, 1995. New York, NY: Springer. Lect. Notes Stat., Springer-Verlag. 117, 275-298 (1996). MSC: 60F10 60J65 60K25 PDFBibTeX XMLCite \textit{C.-S. Chang} et al., in: Stochastic networks: stability and rare events. Proceedings of the workshop, New York, NY, USA, November 3-4, 1995. New York, NY: Springer. 275--298 (1996; Zbl 0856.60037)
Anantharam, Venkat Networks of queues with long-range dependent traffic streams. (English) Zbl 0855.60082 Glasserman, Paul (ed.) et al., Stochastic networks: stability and rare events. Proceedings of the workshop, Columbia, OH, USA, November 3-4, 1995. New York, NY: Springer. Lect. Notes Stat., Springer-Verlag. 117, 237-256 (1996). MSC: 60K20 60K25 PDFBibTeX XMLCite \textit{V. Anantharam}, in: Stochastic networks: stability and rare events. Proceedings of the workshop, New York, NY, USA, November 3-4, 1995. New York, NY: Springer. 237--256 (1996; Zbl 0855.60082)
Abry, Patrice; Flandrin, Patrick Point processes, long-range dependence and wavelets. (English) Zbl 0849.92001 Aldroubi, Akram (ed.) et al., Wavelets in medicine and biology. Boca Raton, NY: CRC Press (ISBN 978-0-8493-9483-6/hbk; 978-0-367-44859-2/pbk; 978-0-203-73403-2/ebook). 413-437 (1996). MSC: 92B05 60G35 60G55 PDFBibTeX XMLCite \textit{P. Abry} and \textit{P. Flandrin}, in: Wavelets in medicine and biology. Boca Raton, NY: CRC Press. 413--437 (1996; Zbl 0849.92001)
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. (English) Zbl 0827.60021 Bolthausen, Erwin (ed.) et al., Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. Basel: Birkhäuser. Prog. Probab. 36, 327-351 (1995). MSC: 60F17 91G20 60G22 60H30 60H05 62M07 PDFBibTeX XMLCite \textit{N. J. Cutland} et al., Prog. Probab. 36, 327--351 (1995; Zbl 0827.60021)
Arcones, Miguel A.; Yu, Bin Limit theorems for empirical processes under dependence. (English) Zbl 0847.60023 Houdré, Christian (ed.) et al., Chaos expansions, multiple Wiener-Itô integrals and their applications. Papers of the workshop, Guanajuato, Mexico, July 27-31, 1992. Boca Raton, FL: CRC Press. Probability and Stochastics Series. 205-221 (1994). MSC: 60F15 60H05 PDFBibTeX XMLCite \textit{M. A. Arcones} and \textit{B. Yu}, in: Chaos expansions, multiple Wiener-Itô integrals and their applications. Papers of the workshop, Guanajuato, Mexico, July 27-31, 1992. Boca Raton, FL: CRC Press. 205--221 (1994; Zbl 0847.60023)
Heyde, C. C. Some results on inference for stationary processes and queueing systems. (English) Zbl 0786.62088 Bhat, U. Narayan (ed.) et al., Queueing and related models. Oxford: Clarendon Press. Oxf. Stat. Sci. Ser. 9, 337-345 (1992). MSC: 62M09 60K25 60G10 PDFBibTeX XMLCite \textit{C. C. Heyde}, Oxf. Stat. Sci. Ser. 9, 337--345 (1992; Zbl 0786.62088)
Hampel, Frank Some robustness problems in statistics. (English) Zbl 0784.62026 Information theory, statistical decision functions, random processes, Trans. 11th Prague Conf., Prague/Czech. 1990, Vol. A, 79-86 (1992). MSC: 62F35 62A01 PDFBibTeX XMLCite \textit{F. Hampel}, in: Information theory, statistical decision functions, random processes. Transactions of the 11th Prague conference, held from August 27-31, 1990 in Prague, Czechoslovakia. Volume A. Dordrecht: Kluwer Academic Publishers. 79--86 (1992; Zbl 0784.62026)
Heyde, C. C.; Gay, Roger Thoughts on the modelling and identification of random processes and fields subject to possible long-range dependence. (English) Zbl 0761.62128 Probability theory, Proc. Singapore Probab. Conf., Singapore/Singapore 1989, 75-81 (1992). MSC: 62M40 62M30 PDFBibTeX XMLCite \textit{C. C. Heyde} and \textit{R. Gay}, in: Probability theory. Proceedings of the 1989 Singapore probability conference, held at the National University of Singapore, June 8-16, 1989. Berlin: Walter de Gruyter. 75--81 (1992; Zbl 0761.62128)
Levy, Joshua B.; Taqqu, Murad S. A characterization of the asymptotic behavior of stationary stable processes. (English) Zbl 0725.60017 Stable processes and related topics, Sel. Pap. Workshop, Ithaca/NY (USA) 1990, Prog. Probab. 25, 181-198 (1991). Reviewer: N.Leonenko (Kiev) MSC: 60E07 60G10 60G18 60G15 PDFBibTeX XML
Terrin, Norma; Taqqu, Murad S. Power counting theorem in Euclidean space. (English) Zbl 0821.26012 Random walks, Brownian motion, and interacting particle systems, Festschr. in Honor of Frank Spitzer, Prog. Probab. 28, 425-440 (1991). MSC: 26B99 81T15 PDFBibTeX XMLCite \textit{N. Terrin} and \textit{M. S. Taqqu}, Prog. Probab. None, 425--440 (1991; Zbl 0821.26012)
Künsch, Hans R. Dependence among observations: Consequences and methods to deal with it. (English) Zbl 0735.62089 Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 131-140 (1991). Reviewer: H.Büning MSC: 62M10 62F35 62F12 62M09 PDFBibTeX XMLCite \textit{H. R. Künsch}, in: Bias robust estimation of autoregression parameters. . 131--140 (1991; Zbl 0735.62089)
Beran, Jan; Ghosh, Sucharita Goodness if fit tests and long-range dependence. (English) Zbl 0735.62043 Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 21-33 (1991). Reviewer: H.Büning MSC: 62G10 62M07 62G35 62F35 PDFBibTeX XMLCite \textit{J. Beran} and \textit{S. Ghosh}, in: Bias robust estimation of autoregression parameters. . 21--33 (1991; Zbl 0735.62043)
Terrin, N.; Taqqu, M. S. Quadratic forms with long-range dependence. (English) Zbl 0729.60016 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. II, 466-473 (1990). Reviewer: L.Paditz (Dresden) MSC: 60F05 60G10 60G18 PDFBibTeX XML
Leadbetter, M. R.; Nandagopalan, S. On exceedance point processes for stationary sequences under mild oscillation restrictions. (English) Zbl 0677.60040 Extreme value theory, Proc. Conf., Oberwolfach/FRG 1987, Lect. Notes Stat. 51, 69-80 (1989). Reviewer: J.Tiago de Oliveira MSC: 60G10 60G55 60G15 60G17 60F05 PDFBibTeX XML
Taqqu, Murad S. Toeplitz matrices and estimation of time series with long-range dependence. (English) Zbl 0677.62083 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 75-83 (1987). Reviewer: M.Iosifescu MSC: 62M10 60F99 60G10 62M09 15A99 PDFBibTeX XML
Künsch, Hans Statistical aspects of self-similar processes. (English) Zbl 0673.62073 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 67-74 (1987). MSC: 62M09 PDFBibTeX XML
Tong, H. Nonlinear time series models of regularly sampled data: A review. (English) Zbl 0671.62084 Mathematical statistics theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 2, 355-367 (1987). MSC: 62M10 PDFBibTeX XML
Sun, Tze-Chien; Ho, Hwai-Chung On central and non-central limit theorems for nonlinear functions of a stationary Gaussian process. (English) Zbl 0614.60018 Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 3-19 (1986). Reviewer: Th.Fritz MSC: 60F05 60G99 PDFBibTeX XML
Giraitis, L.; Surgailis, D. Multivariate Appell polynomials and the central limit theorem. (English) Zbl 0605.60031 Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 21-71 (1986). Reviewer: B.Kryziene MSC: 60F05 60G05 PDFBibTeX XML
Avram, Florin; Taqqu, Murad S. Weak convergence of moving averages with infinite variance. (English) Zbl 0602.60028 Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 399-415 (1986). MSC: 60F05 PDFBibTeX XML
Taqqu, Murad S. A bibliographical guide to self-similar processes and long-range dependence. (English) Zbl 0596.60054 Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 137-162 (1986). MSC: 60G99 60-06 PDFBibTeX XML
Heyde, C. C. On some new probabilistic developments of significance to statistics: Martingales, long range dependence, fractals, and random fields. (English) Zbl 0585.62166 A celebration of statistics, The ISI Centen. Vol., 355-368 (1985). MSC: 62M99 PDFBibTeX XML