Semi-Stable Stochastic Processes
From MaRDI portal
Publication:4773111
DOI10.2307/1993933zbMath0286.60017OpenAlexW4241357858MaRDI QIDQ4773111
Publication date: 1962
Full work available at URL: https://doi.org/10.2307/1993933
Related Items (only showing first 100 items - show all)
Marginal distributions of self-similar processes with stationary increments ⋮ A new estimator of the self-similarity exponent through the empirical likelihood ratio test ⋮ On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees ⋮ SELF-DECOMPOSABILITY AND OPTION PRICING ⋮ The influence of fractional diffusion in Fisher-KPP equations ⋮ Scaling limits of population and evolution processes in random environment ⋮ Extreme value statistics of positive recurrent centrally biased random walks ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Limit theorems for regenerative phenomena, recurrent events and renewal theory ⋮ Linnik processes ⋮ Chung's law of the iterated logarithm for subfractional Brownian motion ⋮ Pickands-Piterbarg constants for self-similar Gaussian processes ⋮ Limit theorems for functionals of Gaussian vectors ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ Operator-Self-Similar Processes in a Finite-Dimensional Space ⋮ Limit theorems for regenerative phenomena, recurrent events and renewal theory ⋮ A method for the calculation of characteristics for the solution to stochastic differential equations ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ Stability of sampling proposals for reducible diffusions over large time intervals ⋮ Gaussian Volterra processes: Asymptotic growth and statistical estimation ⋮ On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Rough volatility via the Lamperti transform ⋮ Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes ⋮ Multifractal vector fields and stochastic Clifford algebra ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ Fractional processes and their statistical inference: an overview ⋮ Hedging error as generalized timing risk ⋮ Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents ⋮ Semilinear Markov processes, subordinators and renewal theory ⋮ Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise ⋮ Non-central limit theorems and convergence rates ⋮ The Lamperti representation of real-valued self-similar Markov processes ⋮ Generalized Hermite processes, discrete chaos and limit theorems ⋮ Weak convergence to fractional brownian motion and to the rosenblatt process ⋮ On self-affine functions ⋮ Lamperti-Type Theorems for Random Fields ⋮ Random walks with preferential relocations and fading memory: a study through random recursive trees ⋮ Student processes ⋮ A limit theorem for local time and application to random sets ⋮ Gaussian Fields Satisfying Simultaneous Operator Scaling Relations ⋮ Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links ⋮ On convergence of types and processes in Euclidean space ⋮ Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise ⋮ Sample path properties of bifractional Brownian motion ⋮ On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation ⋮ Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations ⋮ Parameter estimation of selfsimilarity exponents ⋮ Extremes of Gaussian processes over an infinite horizon ⋮ Conditional limit theorems for queues with Gaussian input, a weak convergence approach ⋮ Semi-stable Markov processes. I ⋮ Operator semi-self-similar processes and their space-scaling matrices ⋮ Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations ⋮ Dilatively stable stochastic processes and aggregate similarity ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ A limit theorem related to a new class of self similar processes ⋮ The nature of discrete second-order self-similarity ⋮ A class of self-similar random measure ⋮ On infinitely divisible self-similar random fields ⋮ HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS ⋮ Short-time near-the-money skew in rough fractional volatility models ⋮ Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains ⋮ Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions ⋮ Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process ⋮ Random integral representation of operator-semi-self-similar processes with independent incre\-ments. ⋮ Some properties of a special class of self-similar processes ⋮ On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP ⋮ The exact measure functions of the images for a class of self-similar processes ⋮ Some fractal properties of a class of self-similar Markov processes ⋮ Limit theorems on the self-normalized range for weakly and strongly dependent processes ⋮ On the distribution of ranked heights of excursions of a Brownian bridge. ⋮ Tangent fields, intrinsic stationarity, and self similarity ⋮ Self-similar communication models and very heavy tails. ⋮ Stationary and self-similar processes driven by Lévy processes ⋮ Bivariate Markov chains converging to Lamperti transform Markov additive processes ⋮ Entropy measure of credit risk in highly correlated markets ⋮ On overload in a storage model, with a self-similar and infinitely divisible input. ⋮ Representation of stationary and stationary increment processes via Langevin equation and self-similar processes ⋮ A unified approach to self-normalized block sampling ⋮ Operator-self-similar stable processes ⋮ Weighted sums of i.i.d. random variables attracted to integrals of stable processes ⋮ Location of the path supremum for self-similar processes with stationary increments ⋮ Necessary conditions for characterization of laws via mixed sums ⋮ Aggregation of random-coefficient AR(1) process with infinite variance and common innovations ⋮ Testing self-similarity through Lamperti transformations ⋮ Some remarks on definitions of memory for stationary random processes and fields ⋮ On the law of the iterated logarithm for Gaussian processes ⋮ Estimation of multifractality based on natural time analysis ⋮ A new topological indicator for chaos in mechanical systems ⋮ Some self-similar processes related to local times ⋮ Zooming in on a Lévy process at its supremum ⋮ Invariance axioms and functional form restrictions in structural models ⋮ Tempered Hermite process ⋮ A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework ⋮ An integral representation of dilatively stable processes with independent increments ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ Operator self-similar processes on Banach spaces ⋮ Convergence in law to operator fractional Brownian motions ⋮ The change-point problem for dependent observations
Cites Work
This page was built for publication: Semi-Stable Stochastic Processes
