Stationary and self-similar processes driven by Lévy processes

Author:

Barndorff-Nielsen Ole E,Pérez-Abreu Victor

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Cited by 28 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

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3. On Some Local Asymptotic Properties of Sequences with a Random Index;Vestnik St. Petersburg University, Mathematics;2020-07

4. Multifractal processes: Definition, properties and new examples;Chaos, Solitons & Fractals;2020-05

5. Self-Similarity in the Wide Sense for Information Flows With a Random Load Free on Distribution;2017 European Conference on Electrical Engineering and Computer Science (EECS);2017-11

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