On certain self-decomposable self-similar processes with independent increments

Koji Akita and Makoto Maejima

Statistics & Probability Letters, 2002, vol. 59, issue 1, 53-59

Abstract: Several examples of a subclass of self-decomposable distributions on the real line are given for constructing certain self-decomposable self-similar processes with independent increments.

Keywords: Self-decomposable; distribution; Self-decomposable; process; Self-similar; process; Independent; increments; Urbanik-Sato; nested; subclasses (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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