Tangent fields, intrinsic stationarity, and self similarity

DOI10.1214/22-EJP754MaRDI QIDQ2119696

Tailen Hsing, Jinqi Shen, Stilian A. Stoev

Publication date: 30 March 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.14715

zbMATH Keywords

self-similarityspectral theoryintrinstic random function of order \(k\)intrinstic stationarityIRFktangent field of higher order

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

Uses Software

• fda (R)

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