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Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

Volumn 62, Issue 1, 1983, Pages 53-72

Infinite variance self-similar processes subordinate to a poisson measure

(2) Taqqu, Murad S a Wolpert, Robert L b

a Department of Operations Research Cornell University ^* (United States)

b DUKE UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008062722 PISSN: 00443719 EISSN: 14322064 Source Type: Journal
DOI: 10.1007/BF00532163 Document Type: Article

Times cited : (42)

References (12)

1
- 84932077589
- Bentkus, V., Surgailis, D.: On some classes of self-similar random fields. Preprint submitted to Litovsk. mat. sb. (1980)

2
- 0001524488
- Some path properties of p-th order and symmetric stable processes
- (1980) The Annals of Probability , vol.8 , pp. 1148-1156
- Cambanis, S.¹ Miller, G.²

3
- 0002029613
- Gaussian and their subordinated self-similar random generalized fields
- (1979) The Annals of Probability , vol.7 , pp. 1-28
- Dobrushin, R.L.¹

4
- 84967728382
- Spectral type of shift transformations of differential processes with stationary increments
- (1956) Transactions of the American Mathematical Society , vol.81 , pp. 253-263
- Ito, K.¹

5
- 0003777376
- Gauthier-Villars, Paris
- (1937) Théorie de l'addition des variables aléatoires
- Levy, P.¹

6
- 0003766457
- 2nd ed., Academic Press, New York
- (1975) Stochastic Convergence
- Lukacs, E.¹

7
- 84932077590
- Maejima, M.: On a class of self-similar processes. Preprint (1981)

8
- 0000501589
- Fractional Brownian motions, fractional noises and applications
- (1968) SIAM Review , vol.10 , pp. 422-437
- Mandelbrot, B.¹ Van Ness, J.W.²

9
- 28044462506
- Wiener integral by stable random measure
- (1979) Mem. Fac. Science Kyushu Univ. Ser. , vol.33 A , pp. 1-70
- Okazaki, Y.¹

10
- 84932077585
- Surgailis, D.: On infinitely divisible self-similar random fields. Preprint (1980)

11
- 84932077584
- Surgailis, D.¹

12
- 0039927700
- On moments of infinitely divisible distribution functions
- (1971) The Annals of Mathematical Statistics , vol.42 , pp. 2036-2043
- Wolfe, S.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.