Fractional differentiation in the self-affine case. II: Extremal processes
type: Item
instance of: scholarly article
title: Fractional differentiation in the self-affine case. II: Extremal processes
zbMATH Open document ID: 0774.60044
DOI: 10.1016/0304-4149(93)90060-H
published in: Stochastic Processes and their Applications
publication date: 1993-05-16T00:00:00Z
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60D05
Mathematics Subject Classification ID: 60G57
zbMATH DE Number: 167146
zbMATH Keywords: self-affine processes
zbMATH Keywords: extremal processes
zbMATH Keywords: fractional Cesàro derivatives of random processes
author: Norbert Patzschke
author: Martina Zähle
MaRDI profile type: Publication
cites work: Q5512461
cites work: Fractional differentiation in the self-affine case. I: Random functions
cites work: Q3996259
cites work: Self‐Similar Random Measures. II A Generalization to Self‐Affine Measures
cites work: Self‐Similar Random Measures III – Self‐Similar Random Processes
description: scientific article; zbMATH DE number 167146