Operator-self-similar stable processes

Makoto Maejima and J. David Mason

Stochastic Processes and their Applications, 1994, vol. 54, issue 1, 139-163

Abstract: Operator-self-similar processes are studied and several examples of operator-self-similar and stable (in the ordinary sense or in the sense of operator-stable) processes are constructed. Limit theorems for such processes are also shown.

Keywords: Operator-self-similar; processes; Operator-stable; law; Operator; fractional; Brownian; motion; Operator; fractional; stable; motion (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (15)

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