Characterization of self-similar processes with stationary increments
type: Item
instance of: scholarly article
title: Characterization of self-similar processes with stationary increments
zbMATH Open document ID: 1469.60112
DOI: 10.3103/S002713222101006X
author: A. V. Savitskii
published in: Moscow University Mathematics Bulletin
publication date: 2021-09-08T00:00:00Z
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7392392
zbMATH Keywords: random processes
zbMATH Keywords: covariance function
zbMATH Keywords: spectral density
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: self-similar processes
zbMATH Keywords: stationary increments
MaRDI profile type: Publication
cites work: Correlation theory of processes with random stationary 𝑛th increments
cites work: Q4301585
cites work: Q5776300
cites work: Fractional Brownian Motions, Fractional Noises and Applications
full work available at URL: s002713222101006x
OpenAlex ID: W3180766545
description: scientific article; zbMATH DE number 7392392