论文信息 - Characterization of linear and harmonizable fractional stable motions - 字舞流文

Characterization of linear and harmonizable fractional stable motions

We characterize the linear and harmonizable fractional stable motions as the self-similar stable processes with stationary increments whose left-equivalent (or right-equivalent) stationary processes are moving averages and harmonizable respectively.

Gennady Samorodnitsky | Stamatis Cambanis | Makoto Maejima

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