Asymptotic dependence of moving average type self-similar stable random Fields

DOI10.1017/S0027763000004438zbMath0771.60026OpenAlexW1513336594MaRDI QIDQ5288121

Murad S. Taqqu, Piotr S. Kokoszka

Publication date: 10 August 1993

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000004438

zbMATH Keywords

stability parameterasymptotic dependence structureself-similarity parametermarginal characteristic functionsself-similar stable random fields

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Gaussian processes (60G15)

Related Items (3)

New classes of self-similar symmetric stable random fields ⋮ A characterization of mixing processes of type G ⋮ Fractional ARIMA with stable innovations

Cites Work

• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
• Integral-geometric construction of self-similar stable processes
• Unnamed Item

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