Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
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DOI: 10.1007/s11009-007-9052-4
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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.
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Keywords
Poisson and Gaussian integrals; Small and large scales; Convergence; Self-similarity; Local self-similarity;All these keywords.
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