Two Classes of Self-Similar Stable Processes with Stationary Increments.

Abstract

Two disjoint classes of self-similar symmetric stable processes with stationary increments are studied. The first class consists of linear fractional stable processes, which are related to moving average stable processes, and the second class consists of harmonizable fractional stable processes, which are connected to harmonizable stationary stable processes. The domain of attraction of the harmonizable fractional stable processes is also discussed. Keywords: Self similar processes; Stable processes; Harmonizable fractional processes; Domain of attraction; Linear fractional process.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1988
Accession Number
ADA192842

Entities

People

  • Makoto Maejima
  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

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  • Stationary
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