Tempered fractional Brownian and stable motions of second kind

DOI10.1016/J.SPL.2017.08.015zbMath1380.60047arXiv1702.07258OpenAlexW2599078917MaRDI QIDQ1686359

Donatas Surgailis, Farzad Sabzikar

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.07258

zbMATH Keywords

local and global self-similaritytempered fractional Brownian/stable motiontempered fractional Brownian/stable noisetempered fractional integration

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (12)

Invariance principles for tempered fractionally integrated processes ⋮ Nontrivial Equilibrium Solutions and General Stability for Stochastic Evolution Equations with Pantograph Delay and Tempered Fractional Noise ⋮ Divergence of an integral of a process with small ball estimate ⋮ Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model ⋮ Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ Analytic approaches of the anomalous diffusion: a review ⋮ On the empirical process of tempered moving averages ⋮ Asymptotic theory for regression models with fractional local to unity root errors ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration ⋮ Asymptotic theory for near integrated processes driven by tempered linear processes ⋮ How does tempering affect the local and global properties of fractional Brownian motion?

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