Exponents, symmetry groups and classification of operator fractional Brownian motions

DOI10.1007/s10959-011-0348-5zbMath1259.60041arXiv1101.4563MaRDI QIDQ430984

Gustavo Didier, Vladas Pipiras

Publication date: 26 June 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.4563

zbMATH Keywords

symmetry groups; exponents; commutativity; orthogonal matrices; operator fractional Brownian motions; operator self-similarity; spectral domain representations

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G18: Self-similar stochastic processes

Related Items

On operator fractional Lévy motion: integral representations and time-reversibility, On the carrying dimension of occupation measures for self-affine random fields, Convergence in law to operator fractional Brownian motions, Exponents of operator self-similar random fields, Domain and range symmetries of operator fractional Brownian fields, Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion, Convergence in law to operator fractional Brownian motion of Riemann-Liouville type, Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation, On integral representations of operator fractional Brownian fields, Two-step wavelet-based estimation for Gaussian mixed fractional processes, Limit theorems for functionals of Gaussian vectors, Wavelet eigenvalue regression in high dimensions

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