Operator semi-self-similar processes and their space-scaling matrices

Tatsuhiko Saigo and Yozo Tamura

Statistics & Probability Letters, 2006, vol. 76, issue 7, 675-681

Abstract: Wide sense operator semi-self-similar processes are investigated with a focus on the class of space-scaling matrices of the processes. The existence of the exponent of the semi-self-similarity is also shown but the situation is different from the case of operator self-similar processes.

Keywords: Operator; semi-self-similar; process; Exponent; of; semi-self-similarity; Operator; semistable; distribution (search for similar items in EconPapers)
Date: 2006
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