On integral representations of operator fractional Brownian fields

DOI10.1016/j.spl.2014.05.015zbMath1294.60064arXiv1403.6179OpenAlexW2963354367MaRDI QIDQ2251706

Vladas Pipiras, Gustavo Didier, Changryong Baek

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6179

zbMATH Keywords

anisotropyoperator self-similarityoperator scalingmoving average representationsharmonizable representationsoperator fractional Brownian fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Related Items (6)

Tangent fields, intrinsic stationarity, and self similarity ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ Fast and exact synthesis of some operator scaling Gaussian random fields ⋮ Exponents of operator self-similar random fields

Cites Work

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• Exponents, symmetry groups and classification of operator fractional Brownian motions
• Multivariate operator-self-similar random fields
• Modeling and simulation with operator scaling
• Self-similar random fields and rescaled random balls models
• Integral representations and properties of operator fractional Brownian motions
• Operator scaling stable random fields
• Operator self similar stochastic processes in \(R^ n\).
• Operator-self-similar stable processes
• Anisotropic analysis of some Gaussian models
• Hölder regularity for operator scaling stable random fields
• Gaussian Fields Satisfying Simultaneous Operator Scaling Relations
• EXPLICIT CONSTRUCTION OF OPERATOR SCALING GAUSSIAN RANDOM FIELDS
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• An optimality result about sample path properties of Operator Scaling Gaussian Random Fields

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