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    Chapter and Conference Paper

    Long Memory Shot Noises and Limit Theorems with Application to Burgers’ Equation

    Shot noise processes and random fields with long memory are discussed. Convergence of the distribution of integrated polynomials of shot noise process with long memory to a self-similar process expressed as mu...

    L. Giraitis, S. A. Molchanov, D. Surgailis in New Directions in Time Series Analysis (1993)