A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES
DOI10.1142/S0219493712500177zbMath1273.60042OpenAlexW2118296183MaRDI QIDQ4922063
Jeannette H. C. Woerner, Sebastian Engelke
Publication date: 28 May 2013
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493712500177
correlationfractional Brownian motionlong-range dependencesemimartingaleBlumenthal-Getoor indexlinear fractional stable motionfractional Levy process
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22)
Related Items
Cites Work
- Finite variation of fractional Lévy processes
- Lévy driven moving averages and semimartingales
- Spectral representations of infinitely divisible processes
- On roughness indices for fractional fields
- Fractional Lévy processes with an application to long memory moving average processes
- Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
- Fractional Brownian Motions, Fractional Noises and Applications
- Student processes
This page was built for publication: A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES