Location of the path supremum for self-similar processes with stationary increments

DOI10.1214/18-AIHP886zbMath1405.60050arXiv1604.04645OpenAlexW2963606117WikidataQ129003262 ScholiaQ129003262MaRDI QIDQ1633929

Y. Aharonov

Publication date: 21 December 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.04645

zbMATH Keywords

self-similar processesrandom locationsstationary increment processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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