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