Dilatively semistable stochastic processes

DOI10.1016/j.spl.2015.01.008zbMath1328.60099arXiv1410.2727OpenAlexW2109918807MaRDI QIDQ2344873

Lina Wedrich, Peter Becker-Kern

Publication date: 18 May 2015

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

Full work available at URL: https://arxiv.org/abs/1410.2727

zbMATH Keywords

aggregation modelssemi-selfsimilarityfractional Lévy processesdecomposability groupdilative semi-stability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items

An integral representation of dilatively stable processes with independent increments

Cites Work

• Semi-selfsimilar processes
• Convergence of scaled renewal processes and a packet arrival model
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
• Fractional Lévy processes with an application to long memory moving average processes
• Semi-Stable Stochastic Processes
• Lévy's probability measures on Euclidean spaces
• Dilatively stable stochastic processes and aggregate similarity
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