Operator-Self-Similar Processes in a Finite-Dimensional Space
From MaRDI portal
Publication:4746593
DOI10.2307/1999205zbMATH Open0508.60044OpenAlexW4236653134MaRDI QIDQ4746593FDOQ4746593
Authors: William N. Hudson, J. David Mason
Publication date: 1982
Full work available at URL: https://doi.org/10.2307/1999205
Infinitely divisible distributions; stable distributions (60E07) Limit theorems in probability theory (60F99) Stochastic processes (60G99)
Cites Work
- Title not available (Why is that?)
- On Convergence to Semi-Stable Gaussian Processes
- Operator-Stable Probability Distributions on Vector Groups
- A representation for self-similar processes
- Semi-Stable Stochastic Processes
- A limit theorem related to a new class of self similar processes
- Semi-stable Markov processes. I
- Operator self similar stochastic processes in \(R^ n\).
- Title not available (Why is that?)
- Convergence of types in k-space
- Title not available (Why is that?)
- On convergence of types and processes in Euclidean space
Cited In (38)
- Fractal sets determined by dilation-stable processes
- Operator self-similar processes and functional central limit theorems
- Complex-order scale-invariant operators and self-similar processes
- Operator-self-similar stable processes
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- On operator fractional Lévy motion: integral representations and time-reversibility
- Operator self-similar processes on Banach spaces
- On the carrying dimension of occupation measures for self-affine random fields
- Domain and range symmetries of operator fractional Brownian fields
- Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
- Packing dimension of the range of a Lévy process
- The moduli of continuity for operator fractional Brownian motion
- Occupation time fluctuations of weakly degenerate branching systems
- Dimension results for sample paths of operator stable Lévy processes
- Hausdorff measure and packing measure of the graph of dilation-stable Lévy processes
- On integral representations of operator fractional Brownian fields
- Exponents of operator self-similar random fields
- Convergence in law to operator fractional Brownian motions
- Modeling and simulation with operator scaling
- Limit theorems in the context of multivariate long-range dependence
- A note on operator self-similar Gaussian vector fields
- Spectral decomposition for operator self-similar processes and their generalized domains of attraction
- Multivariate operator-self-similar random fields
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
- Operator-stable and operator-self-similar random fields
- Some results about the sample path properties of Markov processes with independent self-similar components
- Self-similar processes with independent increments
- Lamperti-type theorems for random fields
- Laws of the iterated logarithm of chover-type for operator stable Lévy processes
- Operator semi-self-similar processes and their space-scaling matrices
- Parameter estimation of selfsimilarity exponents
- Wavelet eigenvalue regression in high dimensions
- Covariance function of vector self-similar processes
- Limit theorems for functionals of Gaussian vectors
- Exponents, symmetry groups and classification of operator fractional Brownian motions
- Integral representations and properties of operator fractional Brownian motions
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
- The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
This page was built for publication: Operator-Self-Similar Processes in a Finite-Dimensional Space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4746593)