Fractionally integrated inverse stable subordinators (Q347468)
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scientific article; zbMATH DE number 6658284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractionally integrated inverse stable subordinators |
scientific article; zbMATH DE number 6658284 |
Statements
Fractionally integrated inverse stable subordinators (English)
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30 November 2016
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Hölder continuity
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inverse stable subordinator
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scaling limit
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Lamperti representation
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law of iterated logarithm
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renewal shot noise process
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self-similarity
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weak convergence
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Skorokhod space
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