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

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  • Akita, Koji
  • Maejima, Makoto
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    Abstract

    Several examples of a subclass of self-decomposable distributions on the real line are given for constructing certain self-decomposable self-similar processes with independent increments.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-46FMFRT-H/2/68adc0ce764450f0d7141d0bb898199c
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 59 (2002)
    Issue (Month): 1 (August)
    Pages: 53-59

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    Handle: RePEc:eee:stapro:v:59:y:2002:i:1:p:53-59

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    Related research

    Keywords: Self-decomposable distribution Self-decomposable process Self-similar process Independent increments Urbanik-Sato nested subclasses;

    References

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    1. Maejima, Makoto & Sato, Ken-iti & Watanabe, Toshiro, 2000. "Distributions of selfsimilar and semi-selfsimilar processes with independent increments," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 395-401, May.
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    Cited by:
    1. A. H. Darooneh & B. Rahmani, 2009. "Finite size correction for fixed word length Zipf analysis," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 70(2), pages 287-291, July.
    2. Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany.
    3. Maejima, Makoto & Pérez-Abreu, Víctor, 2007. "A class of random matrices with infinitely divisible determinants," Statistics & Probability Letters, Elsevier, vol. 77(2), pages 166-168, January.

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