The Hurst index of long-range dependent renewal processes

Annals of Probability

Volumn 27, Issue 4, 1999, Pages 2035-2041

  Daley, D J ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Hurst index; Long range dependence; Moment index; Regular variation; Renewal function asymptotics; Renewal process

Indexed keywords

EID: 0033233679     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022874827     Document Type: Article

References (10)

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