Selfdecomposability of moving average fractional Lévy processes

DOI10.1016/j.spl.2011.06.015zbMath1227.60050OpenAlexW1967992949MaRDI QIDQ643236

Makoto Maejima, Serge Cohen

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.06.015

zbMATH Keywords

infinite divisibilitymoving average fractional Lévy processesselfdecomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22)

Related Items (1)

Selfdecomposable fields

Cites Work

• Limit distributions and one-parameter groups of linear operators on Banach spaces
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Infinite divisibility for stochastic processes and time change
• Spectral representations of infinitely divisible processes
• Class L of multivariate distributions and its subclasses
• On roughness indices for fractional fields
• An integral representation for selfdecomposable banach space valued random variables
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