A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence

Abstract

Self-similar processes are of interest in probability, statistics, physics, turbulence and in modelling random phenomena with long-range dependence. Since the applications are diverse, references are scattered in the literature. The purpose of this bibliographical guide is to bring together many of the important references to the subject. Relevant references to some related topics are also included. Although this is definitely not a comprehensive bibliography, we hope that it can be a useful tool for researchers in this fast moving area.

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