Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
Author
Abstract
Suggested Citation
DOI: 10.1007/s11009-007-9052-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Serge Cohen & Murad S. Taqqu, 2004. "Small and Large Scale Behavior of the Poissonized Telecom Process," Methodology and Computing in Applied Probability, Springer, vol. 6(4), pages 363-379, December.
- Houdré, C. & Kawai, R., 2006. "On fractional tempered stable motion," Stochastic Processes and their Applications, Elsevier, vol. 116(8), pages 1161-1184, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kawai, Reiichiro, 2021. "A general approach to sample path generation of infinitely divisible processes via shot noise representation," Statistics & Probability Letters, Elsevier, vol. 174(C).
- Lim, C.Y. & Meerschaert, M.M. & Scheffler, H.-P., 2014. "Parameter estimation for operator scaling random fields," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 172-183.
- Sung Ik Kim, 2022. "ARMA–GARCH model with fractional generalized hyperbolic innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
- Cohen, Serge & Lacaux, Céline & Ledoux, Michel, 2008. "A general framework for simulation of fractional fields," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1489-1517, September.
- Imai, Junichi & Kawai, Reiichiro, 2011. "On finite truncation of infinite shot noise series representation of tempered stable laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4411-4425.
- Houdré, C. & Kawai, R., 2006. "On fractional tempered stable motion," Stochastic Processes and their Applications, Elsevier, vol. 116(8), pages 1161-1184, August.
- repec:jss:jstsof:14:i18 is not listed on IDEAS
More about this item
Keywords
Poisson and Gaussian integrals; Small and large scales; Convergence; Self-similarity; Local self-similarity;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:10:y:2008:i:2:d:10.1007_s11009-007-9052-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.