Operator-self-similar stable processes
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Cites work
- scientific article; zbMATH DE number 4124709 (Why is no real title available?)
- scientific article; zbMATH DE number 837326 (Why is no real title available?)
- Fractional Brownian Motions, Fractional Noises and Applications
- On a class of self-similar processes
- Operator self similar stochastic processes in \(R^ n\).
- Operator stable laws: Series representations and domains of normal attraction
- Operator-Self-Similar Processes in a Finite-Dimensional Space
- Operator-Stable Probability Distributions on Vector Groups
- Operator-stable laws
- Self-similar processes with independent increments
- Semi-Stable Stochastic Processes
- The Invariance Principle for Stationary Processes
Cited in
(35)- The moduli of continuity for operator fractional Brownian motion
- On operator fractional Lévy motion: integral representations and time-reversibility
- Covariance function of vector self-similar processes
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
- Integral representations and properties of operator fractional Brownian motions
- Normalisers and centralisers of compact matrix groups. An elementary approach
- Convergence in law to operator fractional Brownian motions
- A note on operator self-similar Gaussian vector fields
- Operator semi-self-similar processes and their space-scaling matrices
- On multivariate fractional random fields: tempering and operator-stable laws
- Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation
- On integral representations of operator fractional Brownian fields
- Hurst estimation for operator scaling random fields
- Operator self-similar processes and functional central limit theorems
- Limit theorems related to a class of operator-self-similar processes
- Operator-stable and operator-self-similar random fields
- Multivariate operator-self-similar random fields
- scientific article; zbMATH DE number 2199612 (Why is no real title available?)
- Operator-stable-like processes
- scientific article; zbMATH DE number 1404399 (Why is no real title available?)
- A queueing model with ON/OFF sources: approximation and stationarity
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- Some results about the sample path properties of Markov processes with independent self-similar components
- Spectral decomposition for operator self-similar processes and their generalized domains of attraction
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Operator self-similar processes on Banach spaces
- Complex-order scale-invariant operators and self-similar processes
- scientific article; zbMATH DE number 3930021 (Why is no real title available?)
- Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values
- Operator fractional Brownian motion and martingale differences
- Exponents, symmetry groups and classification of operator fractional Brownian motions
- Wavelet eigenvalue regression in high dimensions
- On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
- Strictly operator-stable distributions
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
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