Semi-Stable Stochastic Processes
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(only showing first 100 items - show all)- Integrated functionals of normal and fractional processes
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
- Analogs of the arcsine distribution for sequences linearly generated by independent random variables
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Semi-stable Markov processes in \(R^n\)
- Limit behavior of additive functionals of semistable processes and processes attracted to semistable processes
- Operator self similar stochastic processes in \(R^ n\).
- Classes of self-similar random fields
- Weak convergence with random indices
- Stationary self-similar extremal processes
- Self-similar extremal processes
- Multiple points of dilation-stable Lévy processes
- Operator-self-similar stable processes
- On the chirp decomposition of Weierstrass-Mandelbrot functions, and their time-frequency interpretation.
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
- Stationary and self-similar processes driven by Lévy processes
- Bivariate Markov chains converging to Lamperti transform Markov additive processes
- Entropy measure of credit risk in highly correlated markets
- Location of the path supremum for self-similar processes with stationary increments
- Zooming in on a Lévy process at its supremum
- Invariance axioms and functional form restrictions in structural models
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models
- Persistence of Gaussian processes: non-summable correlations
- On model Fitting and estimation of strictly stationary processes
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- Absolute continuity of the images of measures
- Regenerative processes in supercooled liquids and glasses
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Self-similar communication models and very heavy tails.
- On overload in a storage model, with a self-similar and infinitely divisible input.
- Necessary conditions for characterization of laws via mixed sums
- On the law of the iterated logarithm for Gaussian processes
- Some self-similar processes related to local times
- The change-point problem for dependent observations
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times
- Well posedness and maximum entropy approximation for the dynamics of quantitative traits
- A family of random sup-measures with long-range dependence
- On Lamperti type limit theorem and scaling transition for random fields
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes
- Self-similar Cauchy problems and generalized Mittag-Leffler functions
- A theoretical framework for the TTA algorithm
- Discrete self-similar and ergodic Markov chains
- General self-similarity properties for Markov processes and exponential functionals of Lévy processes
- Spectral analysis of multifractional LRD functional time series
- Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
- Tangent fields, intrinsic stationarity, and self similarity
- Estimation of multifractality based on natural time analysis
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- On the divergence and vorticity of vector ambit fields
- Lamperti transformation -- cure for ergodicity breaking
- Lamperti transformation of scaled Brownian motion and related Langevin equations
- Discrete rough paths and limit theorems
- On some local asymptotic properties of sequences with a random index
- Queueing theory
- \(\alpha\) -self-similar Markov processes
- Operator-stable and operator-self-similar random fields
- Self-similar processes with independent increments
- Anisotropic scaling limits of long-range dependent random fields
- Representation of self-similar Gaussian processes
- Dilatively semistable stochastic processes
- The influence of fractional diffusion in Fisher-KPP equations
- Chung's law of the iterated logarithm for subfractional Brownian motion
- Limit theorems for functionals of Gaussian vectors
- A method for the calculation of characteristics for the solution to stochastic differential equations
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- The Lamperti representation of real-valued self-similar Markov processes
- Generalized Hermite processes, discrete chaos and limit theorems
- A limit theorem for local time and application to random sets
- Sample path properties of bifractional Brownian motion
- Parameter estimation of selfsimilarity exponents
- Extremes of Gaussian processes over an infinite horizon
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach
- Operator semi-self-similar processes and their space-scaling matrices
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process
- Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
- Scaling limits of population and evolution processes in random environment
- Intermittency in the small-time behavior of Lévy processes
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
- Local scaling limits of Lévy driven fractional random fields
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise
- Asymptotic properties for linear processes of functionals of reversible or normal Markov chains
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
- A unified approach to self-normalized block sampling
- Gaussian fields satisfying simultaneous operator scaling relations
- Testing self-similarity through Lamperti transformations
- Some remarks on definitions of memory for stationary random processes and fields
- Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
- A new topological indicator for chaos in mechanical systems
- Tempered Hermite process
- SELF-DECOMPOSABILITY AND OPTION PRICING
- An integral representation of dilatively stable processes with independent increments
- Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
- Some properties of a special class of self-similar processes
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