A remark on self-similar processes with stationary increments

DOI10.2307/3315040zbMath0589.60044OpenAlexW2001725444MaRDI QIDQ3717931

Makoto Maejima

Publication date: 1986

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315040

zbMATH Keywords

self-similar processesmoment conditionstationary increments

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items (6)

Integral-geometric construction of self-similar stable processes ⋮ \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments ⋮ Distributions of selfsimilar and semi-selfsimilar processes with independent increments ⋮ Stationary self-similar extremal processes ⋮ Log-fractional stable processes ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES

Cites Work

• Sample path properties of self-similar processes with stationary increments

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