Two classes of self-similar stable processes with stationary increments
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DOI10.1016/0304-4149(89)90082-3zbMATH Open0713.60050OpenAlexW1972615957MaRDI QIDQ750004FDOQ750004
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90082-3
Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Stochastic processes (60G99)
Cites Work
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- On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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- Infinite variance self-similar processes subordinate to a poisson measure
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- Random measures and harmonizable sequences
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Cited In (24)
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
- On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
- Estimation of Additive Error in Mixed Spectra for Stable Processes
- Limit theorems for stable processes with application to spectral density estimation
- Integral-geometric construction of self-similar stable processes
- On almost sure noncentral limit theorems
- Can continuous-time stationary stable processes have discrete linear representations?
- Disjointness results for some classes of stable processes
- A class of asymptotically self-similar stable processes with stationary increments
- Title not available (Why is that?)
- New classes of self-similar symmetric stable random fields
- The asymptotic dependence structure of the linear fractional Lévy motion
- An optimal uniform modulus of continuity for harmonizable fractional stable motion
- Fractional stable random fields on the Sierpiński gasket
- A New Class of Second Order Self-Similar Processes
- Characterization of linear and harmonizable fractional stable motions
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Spectral density estimation for symmetric stable p-adic processes
- Estimation of the linear fractional stable motion
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stable processes: Moving averages versus Fourier transforms
- A remark on disjointness results for stable processes
- \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
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