Linear distribution processes

DOI10.1155/S1048953398000045MaRDI QIDQ1264407zbMATH OpenFDO

Authors K. Appert

Publication date 18 May 1999

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48138

zbMATH Keywords

fractional Brownian motion[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+regularity&go=Go H��lder regularity]stationary incrementsgeneralized random processesdistribution processes

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

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Cited in

(8)

• Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
• Distribution processes with stationary fractional increments
• Process of random distributions: classification and prediction
• scientific article; zbMATH DE number 4109796 (Why is no real title available?)
• On piecewise linear processes
• scientific article; zbMATH DE number 3131444 (Why is no real title available?)
• On the continuity of characteristic functionals and sparse stochastic modeling
• On the Besov regularity of periodic Lévy noises

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