Add to ORKGThe exponent of a semi-selfsimilar process is shown to exist under the mere assumption of stochastic continuity at ＄t=0＄ , and related examples are given. A relationship between long range dependence of the increments and the exponent is also discussed
International audienceIn this paper, we study the Hölder regularity of set-indexed stochastic proces...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
To appear in Scandinavian Journal of StatisticsSelf-regulating processes are stochastic processes wh...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Selfsimilar processes and fractional Brownian motion (fBm) A process fX (t) , t 0g is selfsimilar i...
AbstractThe characteristic feature of operator selfsimilar stochastic processes is that a linear res...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
Vervaat was a visitor from Katholieke Universiteit. Technical report dedicated to Professor John ...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
Abstract. We study the Lipschitz continuity of generalized sub-Gaussian processes, and provide estim...
International audienceIn this paper we consider the persistence properties of random processes in Br...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
Introducing non-negative integer-valued semi-selfsimilar processes we compare and contrast them with...
Abstract. We consider simulation of Sub ’ð Þ-processes that are weakly selfsimilar with stationary i...
We shall study about two kinds of Fourier series for a general linear process (GLP) defined by the a...
International audienceIn this paper, we study the Hölder regularity of set-indexed stochastic proces...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
To appear in Scandinavian Journal of StatisticsSelf-regulating processes are stochastic processes wh...
on the occasion of his 70th birthday Selfsimilar processes such as fractional Brownian motion are st...
Selfsimilar processes and fractional Brownian motion (fBm) A process fX (t) , t 0g is selfsimilar i...
AbstractThe characteristic feature of operator selfsimilar stochastic processes is that a linear res...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
Vervaat was a visitor from Katholieke Universiteit. Technical report dedicated to Professor John ...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
Abstract. We study the Lipschitz continuity of generalized sub-Gaussian processes, and provide estim...
International audienceIn this paper we consider the persistence properties of random processes in Br...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
Introducing non-negative integer-valued semi-selfsimilar processes we compare and contrast them with...
Abstract. We consider simulation of Sub ’ð Þ-processes that are weakly selfsimilar with stationary i...
We shall study about two kinds of Fourier series for a general linear process (GLP) defined by the a...
International audienceIn this paper, we study the Hölder regularity of set-indexed stochastic proces...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
To appear in Scandinavian Journal of StatisticsSelf-regulating processes are stochastic processes wh...