A representation for self-similar processes
type: Item
instance of: scholarly article
title: A representation for self-similar processes
zbMATH Open document ID: 0373.60048
DOI: 10.1016/0304-4149(78)90037-6
author: Murad S. Taqqu
published in: Stochastic Processes and their Applications
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3581357
MaRDI profile type: Publication
full work available at URL: 0304-4149(78)90037-6
OpenAlex ID: W1968063728
cites work: Gaussian and their subordinates self-similar random generalized fields
cites work: Multiple Wiener integral
cites work: Q4139407
cites work: Geometry of differential space
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Q3290160
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
cites work: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
Wikidata QID: Q127411970
description: scientific article; zbMATH DE number 3581357