On certain self-decomposable self-similar processes with independent increments
AbstractSeveral 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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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 59 (2002)
Issue (Month): 1 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany.
- 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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