The asymptotic dependence structure of the linear fractional Lévy motion (Q1316932): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Arvydas Astrauskas / rank
Normal rank
 
Property / author
 
Property / author: Joshua B. Levy / rank
Normal rank
 
Property / author
 
Property / author: Arvydas Astrauskas / rank
 
Normal rank
Property / author
 
Property / author: Joshua B. Levy / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for sums of linearly generated random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two classes of self-similar stable processes with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted sums of i.i.d. random variables attracted to integrals of stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-fractional stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of self-similar processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A self-similar process with nowhere bounded sample paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3034616 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite variance self-similar processes subordinate to a poisson measure / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/bf00972312 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2080198894 / rank
 
Normal rank

Latest revision as of 10:00, 30 July 2024

scientific article
Language Label Description Also known as
English
The asymptotic dependence structure of the linear fractional Lévy motion
scientific article

    Statements

    The asymptotic dependence structure of the linear fractional Lévy motion (English)
    0 references
    0 references
    0 references
    0 references
    27 March 1994
    0 references
    See the review in Zbl 0729.60031.
    0 references
    H-self-similar process with stationary increments
    0 references
    asymptotic dependence structure
    0 references
    Log-fractional Lévy motion
    0 references

    Identifiers