Stable non-Gaussian self-similar processes with stationary increments
DOI10.1007/978-3-319-62331-3zbMATH Open1499.60002OpenAlexW2753775365MaRDI QIDQ4976871FDOQ4976871
Authors: Vladas Pipiras, Murad S. Taqqu 
Publication date: 2 August 2017
Published in: SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-62331-3
Recommendations
- Analysis of variations for self-similar processes. A stochastic calculus approach
- scientific article; zbMATH DE number 1808203
- scientific article; zbMATH DE number 614990
- Two classes of self-similar stable processes with stationary increments
- Stochastic analysis of mixed fractional Gaussian processes
Random fields (60G60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Self-similar stochastic processes (60G18)
Cited In (15)
- From infinite urn schemes to self-similar stable processes
- Title not available (Why is that?)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Estimation of the Hurst parameter of some self-similar symmetric stable processes with stationary increments
- Maximal moments and uniform modulus of continuity for stable random fields
- Phase transition for extremes of a family of stationary multiple-stable processes
- Strong laws of large numbers for arrays of random variables and stable random fields
- Stable processes with stationary increments parameterized by metric spaces
- Title not available (Why is that?)
- Title not available (Why is that?)
- A theoretical framework for the TTA algorithm
- Recurrence-transience for self-similar additive processes associated with stable distributions
- Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes
- \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
This page was built for publication: Stable non-Gaussian self-similar processes with stationary increments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976871)
