Discrete approximation of a stable self-similar stationary increments process
نویسندگان
چکیده
منابع مشابه
Discrete approximation of a stable self-similar stationary increments process
The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known about the context in which such processes can arise. To our knowledge, discretization and convergence theorems are available only in the case of stable Lévy motions and fra...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2009
ISSN: 1350-7265
DOI: 10.3150/08-bej147