\((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments

DOI10.1016/0047-259X(90)90031-CzbMath0721.60047MaRDI QIDQ2640996

Gennady Samorodnitsky, Murad S. Taqqu

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

self-similar processesstable distributionsstationary incrementsstable Lévy motion

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items (8)

Ruin probability with claims modeled by a stationary ergodic stable process. ⋮ The structure of self-similar stable mixed moving averages ⋮ New classes of self-similar symmetric stable random fields ⋮ On overload in a storage model, with a self-similar and infinitely divisible input. ⋮ Asymptotic dependence of moving average type self-similar stable random Fields ⋮ Long memory and self-similar processes ⋮ Random-time isotropic fractional stable fields ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES

Cites Work

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• Log-fractional stable processes
• Two classes of self-similar stable processes with stationary increments
• A remark on self-similar processes with stationary increments
• On a class of self-similar processes

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