Spectral representation and structure of self-similar processes
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References listed on IDEAS
- Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401, June.
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- Wang, Yizao & Stoev, Stilian A., 2010. "On the association of sum- and max-stable processes," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 480-488, March.
- Krzysztof Burnecki, 1998. "Self-similar models in risk theory," HSC Research Reports HSC/98/03, Hugo Steinhaus Center, Wroclaw University of Technology.
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KeywordsSelf-similar process; Stable distribution; Lamperti transformation;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
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