Add to ORKGThe object of this note is to parallel two properties of stochastic processes: self-similarity (ss) and dilative stability (ds). Theorems on ss and functional limit theorems on conver-gence to ss processes, e.g. to fractional Brownian motion (FBM) have been known since [Lamperti, 1962] and [Davydov, 1970], respectively. We will show that theorems abou
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting ...
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of phy...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
A self-similar, continuous process with stationary increments is considered as an approximation to t...
Selfsimilar processes and fractional Brownian motion (fBm) A process fX (t) , t 0g is selfsimilar i...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long...
AbstractA self-similar process Z(t) has stationary increments and is invariant in law under the tran...
We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza ...
We consider the full weak convergence, in appropriate function spaces, of systems of noninteracting ...
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of phy...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
A self-similar, continuous process with stationary increments is considered as an approximation to t...
Selfsimilar processes and fractional Brownian motion (fBm) A process fX (t) , t 0g is selfsimilar i...
The purpose of this paper is to study the self-similar properties of discrete-time long memory proce...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...
18 pagesInternational audienceThe set-indexed fractional Brownian motion (sifBm) has been defined by...
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessa...