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
aggregation modelssemi-selfsimilarityfractional Lévy processesdecomposability groupdilative semi-stability
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)
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Cites Work
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