Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 675-681 |
| Number of pages | 7 |
| Journal | Statistics and Probability Letters |
| Volume | 76 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 2006 Apr 1 |
Keywords
- Exponent of semi-self-similarity
- Operator semi-self-similar process
- Operator semistable distribution
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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Saigo, T., & Tamura, Y. (2006). Operator semi-self-similar processes and their space-scaling matrices. Statistics and Probability Letters, 76(7), 675-681. https://doi.org/10.1016/j.spl.2005.09.018