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preprint · HAL (Le Centre pour la Communication Scientifique Directe) · 2003

Generators of long-range dependent processes: A survey

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

Cited by 94Abstract and details only

Abstract

We describe methods for generating discretized sample paths of long-range dependent processes such as fractional Brownian motion, its increment fractional Gaussian noise and FARIMA processes.

Cite this paper

APA 7

Bardet, J., Lang, G., Oppenheim, G., Philippe, A., & Taqqu, M. S. (2003). Generators of long-range dependent processes: A survey. HAL (Le Centre pour la Communication Scientifique Directe).

MLA 9

Bardet, Jean‐Marc, et al. “Generators of long-range dependent processes: A survey.” HAL (Le Centre pour la Communication Scientifique Directe), 2003.

Chicago

Bardet, Jean‐Marc, Gabriel Lang, Georges Oppenheim, Anne Philippe, and Murad S. Taqqu. 2003. “Generators of long-range dependent processes: A survey.” HAL (Le Centre pour la Communication Scientifique Directe).

Harvard

Bardet, J. et al. (2003) ‘Generators of long-range dependent processes: A survey’, HAL (Le Centre pour la Communication Scientifique Directe).

BibTeX
@misc{bardet2003generators,
  title = {{Generators of long-range dependent processes: A survey}},
  author = {Bardet, Jean‐Marc and Lang, Gabriel and Oppenheim, Georges and Philippe, Anne and Taqqu, Murad S.},
  journal = {HAL (Le Centre pour la Communication Scientifique Directe)},
  year = {2003}
}

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