Integral-geometric construction of self-similar stable processes
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Publication:3988494
DOI10.1017/S0027763000003627zbMath0757.60035OpenAlexW1606298186MaRDI QIDQ3988494
Publication date: 28 June 1992
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0027763000003627
Related Items (13)
The structure of self-similar stable mixed moving averages ⋮ New classes of self-similar symmetric stable random fields ⋮ Asymptotic dependence of moving average type self-similar stable random Fields ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Fractional ARIMA with stable innovations ⋮ Self-similar random fields and rescaled random balls models ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Ball throwing on spheres ⋮ Estimating self-similarity through complex variations ⋮ Random-time isotropic fractional stable fields ⋮ Anisotropic fractional Brownian random fields as white noise functionals ⋮ Power variations for fractional type infinitely divisible random fields ⋮ Stable processes with stationary increments parameterized by metric spaces
Cites Work
- Two classes of self-similar stable processes with stationary increments
- Sample path properties of self-similar processes with stationary increments
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- A remark on self-similar processes with stationary increments
- Representation of Euclidean Random Field
- Infinite variance self-similar processes subordinate to a poisson measure
- Fractional Brownian Motions, Fractional Noises and Applications
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