On certain self-decomposable self-similar processes with independent increments

Author:

Akita Koji,Maejima Makoto

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Multivariate subordination, self-decomposability and stability;Barndorff-Nielsen;Adv. Appl. Probab.,2001

2. Self-decomposability;Jurek;Ann. Univ. Curie-Sklodowska Lublin-Polonia Sect. A,1997

3. Distributions of self-similar and semi-self-similar processes with independent increments;Maejima;Statist. Probab. Lett.,2000

4. Class L of multivariate distributions of its subclasses;Sato;J. Multivariate Anal.,1980

5. Self-similar processes with independent increments;Sato;Probab. Theory Related Fields,1991

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4. A class of random matrices with infinitely divisible determinants;Statistics & Probability Letters;2007-01

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