Log-normal durations can give long range dependence

VOL. 42 | 2003 Log-normal durations can give long range dependence

Chapter Author(s) Jan Hannig, J. S. Marron, Gennady Samorodnitsky, F. D. Smith

Editor(s) Marc Moore, Sorana Froda, Christian Léger

IMS Lecture Notes Monogr. Ser., 2003: 333-344 (2003) DOI: 10.1214/lnms/1215091946

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Vol. 42 • 1 January 2003

Institute of Mathematical Statistics

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