A New Class of Second Order Self-Similar Processes

DOI10.1081/STM-200025741MaRDI QIDQ3157868zbMATH OpenOpenAlexFDO

Authors A. Gefferth, D. Veitch, István Maricza, S. Molnár, Imre Z. Ruzsa

Publication date 19 January 2005

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/stm-200025741

zbMATH Keywords

stationarityrenormalizationself-similarityfractional noise

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

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Cited in

(4)

• TheKolmogorov Legacy in Physics
• Multivariate self-similar processes: second-order theory
• On discrete-time self-similar processes with stationary increments
• The nature of discrete second-order self-similarity

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