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The asymptotic dependence structure of the linear fractional Lévy motion

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Author information

Authors and Affiliations

  1. Institute of Mathematics and Cybernetics, Lithuanian Academy of Sciences, Lithuanin

    A. Astrauskas

  2. Conege of Management Science, University of Lowell, Lowell, Massachusetts

    J. B. Lévy

  3. Department of Mathematics, Boston University, Boston, Massachusetts

    M. S. Taqqu

Authors
  1. A. Astrauskas
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  2. J. B. Lévy
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  3. M. S. Taqqu
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Additional information

Published in Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 31, No. 1, pp. 3–28, January–March, 1991.

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Astrauskas, A., Lévy, J.B. & Taqqu, M.S. The asymptotic dependence structure of the linear fractional Lévy motion. Lith Math J 31, 1–19 (1991). https://doi.org/10.1007/BF00972312

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  • DOI: https://doi.org/10.1007/BF00972312

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