Operator semi-self-similar processes and their space-scaling matrices

Wide sense operator semi-self-similar processes are investigated with a focus on the class of space-scaling matrices of the processes. The existence of the exponent of the semi-self-similarity is also shown but the situation is different from the case of operator self-similar processes.

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Year of publication:	2006
Authors:	Saigo, Tatsuhiko ; Tamura, Yozo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 7, p. 675-681
Publisher:	Elsevier
Keywords:	Operator semi-self-similar process Exponent of semi-self-similarity Operator semistable distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254698