Grahovac, DanijelLeonenko, Nikolai N.Taqqu, Murad S.2020-01-212020-01-212018-06-01Danijel Grahovac, Nikolai N Leonenko, Murad S Taqqu. 2018. "Intermittency of trawl processes." Statistics and Probability Letters, Volume 137, pp. 235 - 242. https://doi.org/10.1016/j.spl.2018.01.0300167-7152https://hdl.handle.net/2144/39122We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the dependence structure. One can have long-range dependence or short-range dependence by choosing the time set accordingly. We introduce the scaling function of the integrated process and show that its behavior displays intermittency, a phenomenon associated with an unusual behavior of moments.p. 235 - 242en-USTrawl processesIntermittencyCumulantsScience & technologyPhysical sciencesStatistics & probabilityMathematicsLevy processesApplied mathematicsStatisticsEconometricsArticle10.1016/j.spl.2018.01.0300000-0002-1145-9082 (Taqqu, Murad S)254788