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  • Search: subject:"Fractional Lévy processes"
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Aggregation models 1 Decomposability group 1 Dilative stability 1 Fractional Lévy processes 1 Semi-selfsimilarity 1
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Kern, Peter 1 Wedrich, Lina 1
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Statistics & Probability Letters 1
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Dilatively semistable stochastic processes
Kern, Peter; Wedrich, Lina - In: Statistics & Probability Letters 99 (2015) C, pp. 101-108
Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension of dilative stability and some examples of dilatively...
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