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Operator self similar stochastic processes in

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  • Laha, R. G.
  • Rohatgi, V. K.

Abstract

Operator self similar stochastic processes taking values in a finite dimensional Euclidean space are introduced and some of their properties are studied.

Suggested Citation

  • Laha, R. G. & Rohatgi, V. K., 1981. "Operator self similar stochastic processes in," Stochastic Processes and their Applications, Elsevier, vol. 12(1), pages 73-84, October.
    • Handle: RePEc:eee:spapps:v:12:y:1981:i:1:p:73-84
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    Cited by:

    1. Abry, Patrice & Didier, Gustavo, 2018. "Wavelet eigenvalue regression for n-variate operator fractional Brownian motion," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 75-104.
    2. Didier, Gustavo & Meerschaert, Mark M. & Pipiras, Vladas, 2018. "Domain and range symmetries of operator fractional Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 128(1), pages 39-78.
    3. Patrice Abry & Gustavo Didier & Hui Li, 2019. "Two-step wavelet-based estimation for Gaussian mixed fractional processes," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 157-185, July.
    4. Düker, Marie-Christine, 2018. "Limit theorems for Hilbert space-valued linear processes under long range dependence," Stochastic Processes and their Applications, Elsevier, vol. 128(5), pages 1439-1465.
    5. Gustavo Didier & Vladas Pipiras, 2012. "Exponents, Symmetry Groups and Classification of Operator Fractional Brownian Motions," Journal of Theoretical Probability, Springer, vol. 25(2), pages 353-395, June.
    6. Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas, 2009. "Covariance function of vector self-similar processes," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2415-2421, December.
    7. Düker, Marie-Christine, 2020. "Limit theorems in the context of multivariate long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 130(9), pages 5394-5425.
    8. Patrice Abry & B. Cooper Boniece & Gustavo Didier & Herwig Wendt, 2023. "Wavelet eigenvalue regression in high dimensions," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 1-32, April.
    9. Characiejus, Vaidotas & Račkauskas, Alfredas, 2014. "Operator self-similar processes and functional central limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 124(8), pages 2605-2627.

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