Selfdecomposability of moving average fractional Lévy processes

Serge Cohen and Makoto Maejima

Statistics & Probability Letters, 2011, vol. 81, issue 11, 1664-1669

Abstract: We study the relationships between the selfdecomposability of marginal distributions or finite dimensional distributions of moving average fractional Lévy processes and distributions of their driving Lévy processes.

Keywords: Infinite; divisibility; Selfdecomposability; Moving; average; fractional; Levy; processes (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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