Higher Order Fractional Stable Motion: Hyperdiffusion with Heavy Tails

Author:

Kawai ReiichiroORCID

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference28 articles.

1. Asmussen, S., Rosiński, J.: Approximations of small jumps of Lévy processes with a view towards simulation. J. Appl. Probab. 38(2), 482–493 (2001)

2. Astrauskas, A., Lévy, J.B., Taqqu, M.S.: The asymptotic dependence structure of the linear fractional Lévy motion. Liet. Mat. Rink. (Lith. Math. J.) 31(1), 1–28 (1991)

3. Beran, J.: Statistics for Long-Memory Processes. Chapman & Hall, London (1994)

4. Biermé, H., Scheffler, H.-P.: Fourier series approximation of linear fractional stable motion. J. Fourier Anal. Appl. 14(2), 108–202 (2008)

5. Doukhan, P., Oppenheim, G., Taqqu, M.S.: Theory and Applications of Long-Range Dependence. Birkhäuser, Boston (2003)

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