Distributions of selfsimilar and semi-selfsimilar processes with independent increments

Makoto Maejima, Ken-iti Sato and Toshiro Watanabe

Statistics & Probability Letters, 2000, vol. 47, issue 4, 395-401

Abstract: Relationships between marginal and joint distributions of selfsimilar processes with independent increments are shown in terms of the Urbanik-Sato-type nested subclasses of the class of selfdecomposable distributions. Similar results are also shown for semi-selfsimilar processes with independent increments.

Keywords: Selfsimilar; process; Semi-selfsimilar; process; Selfdecomposable; distribution; Semi-selfdecomposable; distribution (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (6)

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