Characterization of self-similar processes with stationary increments

DOI10.3103/S002713222101006XzbMath1469.60112OpenAlexW3180766545MaRDI QIDQ1980443

A. V. Savitskii

Publication date: 8 September 2021

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s002713222101006x

zbMATH Keywords

fractional Brownian motioncovariance functionrandom processesself-similar processesspectral densitystationary increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Correlation theory of processes with random stationary 𝑛th increments
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