On discrete-time self-similar processes with stationary increments

DOI10.1214/21-EJP689zbMath1485.60040arXiv1904.08882OpenAlexW3200749879MaRDI QIDQ2243905

Yanyan Li

Publication date: 11 November 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.08882

zbMATH Keywords

discrete-timeself-similarstationary increments

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites Work

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• Sample path properties of self-similar processes with stationary increments
• Centers of probability measures without the mean
• Stochastic Processes and Long Range Dependence
• Marginal distributions of self-similar processes with stationary increments
• The nature of discrete second-order self-similarity

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