A new structure for analyzing discrete scale invariant processes: covariance and spectra (Q385562): Difference between revisions
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| Property / DOI: 10.1007/s10955-013-0799-4 / rank | |||
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| Property / OpenAlex ID: W1974709536 / rank | |||
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| Property / arXiv ID: 1003.1187 / rank | |||
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| Property / cites work: Scale invariances and Lamperti transformations for stochastic processes / rank | |||
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| Property / cites work: Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes / rank | |||
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| Property / cites work: Q5822308 / rank | |||
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| Property / cites work: Q5613639 / rank | |||
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| Property / cites work: Spectral analysis of multi-dimensional self-similar Markov processes / rank | |||
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| Property / cites work: Q5531487 / rank | |||
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| Property / DOI: 10.1007/S10955-013-0799-4 / rank | |||
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Latest revision as of 15:59, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new structure for analyzing discrete scale invariant processes: covariance and spectra |
scientific article |
Statements
A new structure for analyzing discrete scale invariant processes: covariance and spectra (English)
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2 December 2013
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wide sense Markov
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multi-dimensional self-similar processes
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spectral density matrix
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