Random integral representation of operator-semi-self-similar processes with independent increments
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- Maejima, Makoto & Sato, Ken-iti & Watanabe, Toshiro, 2000. "Distributions of selfsimilar and semi-selfsimilar processes with independent increments," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 395-401, May.
- Jeanblanc, M. & Pitman, J. & Yor, M., 0. "Self-similar processes with independent increments associated with Lévy and Bessel processes," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 223-231, July.
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Cited by:
- Becker-Kern, Peter & Pap, Gyula, 2008. "Parameter estimation of selfsimilarity exponents," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 117-140, January.
- Makoto Maejima & Taisuke Takamune & Yohei Ueda, 2014. "The Dichotomy of Recurrence and Transience of Semi-Lévy Processes," Journal of Theoretical Probability, Springer, vol. 27(3), pages 982-996, September.
- Saigo, Tatsuhiko & Tamura, Yozo, 2006. "Operator semi-self-similar processes and their space-scaling matrices," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 675-681, April.
- Bhatti, T. & Kern, P., 2017. "An integral representation of dilatively stable processes with independent increments," Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 209-227.
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Keywords
Operator-semi-self-similar process Operator-semi-self-decomposable distribution Semi-stable hemigroup Periodic stationarity Background driving process Generalized Ornstein-Uhlenbeck process Operator Lévy bridge;Statistics
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