Goodness-of-fit test for multistable Lévy processes
From MaRDI portal
Publication:5078488
DOI10.1080/03610926.2019.1653922OpenAlexW2969702766MaRDI QIDQ5078488
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1653922
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time-inhomogeneous jump processes and variable order operators
- On two multistable extensions of stable Lévy motion and their semi-martingale representations
- On series representations of infinitely divisible random vectors
- Multifractional, multistable, and other processes with Prescribed local form
- Elliptic Gaussian random processes
- Semi-Markov models and motion in heterogeneous media
- The Hausdorff dimension of the range of the Lévy multistable processes
- Tangent fields and the local structure of random fields
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
- Sharp estimates on the tail behavior of a multistable distribution
- An estimation of the stability and the localisability functions of multistable processes
- Multifractional Poisson process, multistable subordinator and related limit theorems
- From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions
- Multistable Processes and Localizability
- THE LOCAL STRUCTURE OF RANDOM PROCESSES
- Stochastic properties of the linear multifractional stable motion
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Incremental moments and Hölder exponents of multifractional multistable processes
- PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
- A Representation of Independent Increment Processes without Gaussian Components
- Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
- The generalized multifractional Brownian motion
