On certain self-decomposable self-similar processes with independent increments
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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Volume (Year): 59 (2002)
Issue (Month): 1 (August)
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References listed on IDEAS
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- Sato, Ken-iti, 1980. "Class L of multivariate distributions and its subclasses," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 207-232, June.
- 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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