Generators of long-range dependent processes: A survey

By Jean‐Marc Bardet, Gabriel Lang, Georges Oppenheim, Anne Philippe, Murad S. Taqqu. 2003

134 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/863ba2ee7f63999141fe327924d96d26c86ed76d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Bruno Lashermes
2. Patrice Abry
3. Stéphane Jaffard
4. M. Viano
5. Sergio Bianchi
6. Georges Oppenheim
7. Matthieu Garcin
8. J. Barral

Citations in the corpus

• Wavelet Leaders in Multifractal Analysis (2006, methodology): “From a single sample path of fractional Brownian motion synthetized numerically (using the Circulant embedding Matrix technique[8]) with β = 0.”
• Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance (2005, background): “The algorithm, known to be as one of the most stable, provides in a fast way an excellent approximation of fBm (see [2, 10, 28] for a detailed discussion of several simulating methods).”
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (2004, methodology): “Simulations of long-memory Gaussian processes based on aggregation procedures are presented in Oppenheim et al. (2000) and Bardet et al. (2002).”