Stationary and self-similar processes driven by Lévy processes

DOI10.1016/S0304-4149(99)00061-7zbMath0996.60050OpenAlexW2047769734MaRDI QIDQ1613667

Ole Eiler Barndorff-Nielsen, Victor Perez-Abreu

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00061-7

zbMATH Keywords

fractional Brownian motion(strictly) stationary random processes\(H\)-self-similar processeslaw of type Gnormal inverse Gaussian law

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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