Log-fractional stable processes

Yuji Kasahara, Makoto Maejima and Wim Vervaat

Stochastic Processes and their Applications, 1988, vol. 30, issue 2, 329-339

Abstract: The first problem attacked in this paper is answering the question whether all 1/[alpha]-self-similar [alpha]-stable processes with stationary increments are [alpha]-stable motions. The answer is yes for [alpha] = 2, no for 1[less-than-or-equals, slant][alpha]

Keywords: stable; process; stable; motion; self-similar; process; with; stationary; increments; fractional; stable; process; log-fractional; stable; process; domain; of; attraction; moving; average; de; Haan's; class; [Pi] (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (3)

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