Fourier series approximation of linear fractional stable motion
DOI10.1007/S00041-008-9011-7zbMATH Open1148.60025OpenAlexW2044023112MaRDI QIDQ2483006FDOQ2483006
Authors: Hermine Biermé, Hans-Peter Scheffler 
Publication date: 5 May 2008
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-008-9011-7
Recommendations
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
- A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION
- Simulation of a local time fractional stable motion
- A general framework for simulation of fractional fields
- Linear multifractional stable motion: representation via Haar basis
error estimatesself-similar processsimulation algorithmfractional stable motionFourier series approximation
Infinitely divisible distributions; stable distributions (60E07) Probabilistic models, generic numerical methods in probability and statistics (65C20) Self-similar stochastic processes (60G18)
Cites Work
- A Method for Simulating Stable Random Variables
- Estimation of the self-similarity parameter in linear fractional stable motion.
- Title not available (Why is that?)
- Title not available (Why is that?)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Simulating Sample Paths of Linear Fractional Stable Motion
- Title not available (Why is that?)
- Hölder continuity of sample paths of some self-similar stable processes
- Sample path properties of ergodic self-similar processes
- Title not available (Why is that?)
- A general framework for simulation of fractional fields
- Title not available (Why is that?)
Cited In (14)
- On the Fourier coefficients of linear fractional stable motion
- Simulation of infinitely divisible random fields
- Linear multifractional stable motion: representation via Haar basis
- A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION
- Approximating Lévy semistationary processes via Fourier methods in the context of power markets
- Tempered fractional stable motion
- Lattice Boltzmann model for time-fractional nonlinear wave equations
- Series representation and simulation of multifractional Lévy motions
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
- Higher order fractional stable motion: hyperdiffusion with heavy tails
- Title not available (Why is that?)
- Simulating Sample Paths of Linear Fractional Stable Motion
- Simulation of a local time fractional stable motion
- A general framework for simulation of fractional fields
This page was built for publication: Fourier series approximation of linear fractional stable motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483006)
