Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
From MaRDI portal
Publication:5256267
DOI10.1080/07362994.2014.1002042zbMath1316.60077arXiv1403.1215MaRDI QIDQ5256267
Vitalii Makogin, Yuliya S. Mishura
Publication date: 22 June 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1215
covariance function; fractional Brownian sheet; Lamperti transformation; Gaussian self-similar random field; stationary rectangular increments
60G60: Random fields
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60G10: Stationary stochastic processes
42A82: Positive definite functions in one variable harmonic analysis
60G18: Self-similar stochastic processes
Related Items
On stationarity properties of generalized Hermite-type processes, Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments, Multi-scale invariant fields: estimation and prediction, On the Lamperti transform of the fractional Brownian sheet
Cites Work