81 citations found. Retrieving documents...
Samorodnitsky, G. & Taqqu, M. (1994). Stable Non-Gaussian Random Processes: Stochastic Models with In nite Variance, Chapman & Hall, New York.

 Home/Search   Document Not in Database   Context   Related Articles   Check  

This paper is cited by the following papers:

First 50 documents  Next 50

Fractional Brownian motion as a weak limit of Poisson shot.. - Klüppelberg, Kühn   (Correct)
CED Model for Asset Returns and Fractal Market Hypothesis - Rachev (1990)   (Correct)
Long-Range Dependence and Heavy-Tail Modeling for.. - Cappe, Moulines.. (2002)   (3 citations)  (Correct)
On the Effectiveness of Buffer Sharing in Multimedia Server.. - Zhou, Sethu (2002)   (Correct)
SAR Image Denoising via Bayesian Wavelet Shrinkage.. - Achim, Tsakalides.. (2003)   (Correct)
Proceedings of the IEEE Workshop on Statistical Signal.. - Pocono Manor..   (Correct)
Multiresolution Markov Models for Signal and Image Processing - Willsky (2002)   (6 citations)  (Correct)
Fractional Brownian Motion Analogues of Three Properties of.. - Rabinovitch   (Correct)
3D-LD: a Graphical Wavelet-based Tool for Analyzing Non-stationary .. - Uhlig (2002)   (Correct)
Novel Bayesian Multiscale Method for Speckle Removal.. - Achim, Bezerianos.. (2001)   (3 citations)  (Correct)
Pointwise Hölder exponent estimation in data network traffic - Seuret, Gilbert (2000)   (Correct)
Multiscale Analysis and Data Networks - Gilbert (1996)   (4 citations)  (Correct)
Fractional Lévy Motion and Its Application.. - Laskin..   (Correct)
On Modeling and Shaping Self-Similar ATM Traffic - Molnár, Vidács   (Correct)
Distribution-Based Option Pricing on Lattice Asset Dynamics.. - Yamada, Primbs (2000)   (Correct)
Bayesian Inference for Time Series With Heavy-Tailed.. - Godsill, Kuruoglu (1999)   (1 citation)  (Correct)
Random Cascades on Wavelet Trees and Their Use in.. - Wainwright.. (2001)   (9 citations)  (Correct)
Simulating Interdomain Traffic at the Flow-Level - Uhlig (2001)   (Correct)
Do Long Swings in the Business Cycle Lead to Strong Persistence .. - Jensen, Liu   (Correct)
Dependence structure of stable R-GARCH processes - Nowicka-Zagrajek, Weron   (Correct)
A Hybrid Joint Moment Ratio Test for Financial Time Series - Groenendijk, Lucas, de Vries (1998)   (Correct)
Heavy-Tailed Phenomena in Satisfiability and Constraint.. - Gomes, Selman, Crato.. (1999)   (22 citations)  (Correct)
On the Behavior of Some Estimators for the Index of Stability - Crato, Dowling-DaCosta   (Correct)
Estimation Of The Maximal Moment Exponent With Censored Data - Crato   (Correct)
Methods for Performance Evaluation of Wormhole-Switched Networks - Nilsen (1998)   (Correct)
Quantitative stability in stochastic programming: The method.. - Rachev, Römisch (2000)   (2 citations)  (Correct)
Alpha-Stable Modeling of Noise and Robust Time-Delay .. - Georgiou.. (1999)   (Correct)
The Finite Moment Logstable Process And Option Pricing - Carr (2002)   (Correct)
Fractional Lévy processes with an application to long.. - Marquardt (2006)   (Correct)
Particle Filtering With Alpha-Stable Distributions - Lyudmila Mihaylova Paul   (Correct)
IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 13, NO. 4.. - Generalization Of The (2004)   (Correct)
Fractional Brownian motion as a weak limit of Poisson shot.. - Klüppelberg, Kühn   (Correct)
Bayesian Inference for Generalised Markov Switching Stochastic.. - Casarin (2004)   (Correct)
Bayesian Inference for Mixtures of Stable Distributions - Casarin   (Correct)
Asymptotic Tail Distribution of End-to-End Delay in Networks .. - Lelarge, Liu, Xia (2004)   (1 citation)  (Correct)
Rate-Limited EAFRP: A New Improved Model for High-Speed.. - Yu, Petropulu, Sethu (2002)   (Correct)
Joint Statistics of Interference in a Wireless Communications .. - Yang, Petropulu   (Correct)
Power-Law Shot Noise and Its Relationship to.. - Petropulu, Pesquet.. (2000)   (1 citation)  (Correct)
Implications of Traffic Characteristics on Interdomain Traffic.. - Uhlig (2004)   (Correct)
Co-Channel Interference Modeling and Analysis in a Poisson.. - Yang, Petropulu (2001)   (Correct)
The Extended Alternating Fractal Renewal Process for Modeling .. - Yang, Petropulu (2001)   (Correct)
Evidence for Self-Organized Criticality in a Time.. - Carreras, Newman.. (2002)   (1 citation)  (Correct)
Estimating Long-Range Dependence in Impulsive Traffic Flows - Yang, Petropulu, Pesquet (2001)   (Correct)
SAR Image Denoising via Bayesian Wavelet Shrinkage.. - Achim, Tsakalides.. (2003)   (Correct)
Extremes in Operational Risk Management - Medova, Kyriacou (2001)   (Correct)
THE LAMPERTI TRANSFORMATION FOR SELF-SIMILAR PROCESSES.. - Makoto Maejima And (1997)   (1 citation)  (Correct)
Limit Theorems and Estimation for Structural and Aggregate.. - Rolls (2003)   (Correct)
A Markovian Point Process Exhibiting Multifractal Behavior .. - Horváth, Telek   (Correct)
Incremental VaR and VaR with background risk: traps and.. - Tibiletti (2000)   (Correct)
Unknown -   (Correct)

First 50 documents  Next 50

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC