New classes of self-similar symmetric stable random fields

Author:

Kokoszka Piotr S.,Taqqu Murad S.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference21 articles.

1. Astrauskas, A., Levy, J. B., and Taqqu, M. S. (1991). The asymptotic dependence structure of the linear fractional Levy motion.Lietuvos Matematikos Rinkinys (Lithuanian Mathematical Journal) 31(1), 1–28.

2. Bretagnolle, J., Dacunha-Castelle, D., and Krivine, J. L. (1966). Lois stables et espacesL p , Section B.Ann. Inst. Henri Poincaré 2, 231–259.

3. Cambanis, S., and Maejima, M. (1989). Two classes of self-similar stable processes with stationary increments.Stoch. Proc. Appl. 32, 305–329.

4. Cioczek-Georges, R., and Taqqu, M. S. (1994). How do conditional moments of stable vectors depend on the spectral measure?Stoch. Proc. Appl. (to appear).

5. Dor, L. (1976). Potentials and isometric embeddings inl 1.Israel J. Math. 24, 260–268.

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