On certain self-decomposable self-similar processes with independent increments
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References listed on IDEAS
- 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.
- Sato, Ken-iti, 1980. "Class L of multivariate distributions and its subclasses," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 207-232, June.
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- 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.
- 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;EDP Sciences, vol. 70(2), pages 287-291, July.
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KeywordsSelf-decomposable distribution Self-decomposable process Self-similar process Independent increments Urbanik-Sato nested subclasses;
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