On the codifference of linear fractional stable motion

MaRDI QIDQ4981683zbMATH OpenFDO

Authors Murad S. Taqqu, Joshua B. Levy

Publication date 24 June 2014

zbMATH Keywords

\(\alpha\)-stable distributionfractional Brownian motionself-similar process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22)

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