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

Tatsuhiko Saigo, Yozo Tamura

Research output: Contribution to journal › Article

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 languageEnglish
Pages (from-to)675-681
Number of pages7
JournalStatistics and Probability Letters
Volume76
Issue number7
DOIs
Publication statusPublished - 2006 Apr 1

Fingerprint

Self-similar Processes
Scaling
Self-similarity
Operator
Exponent
Class

Keywords

  • Exponent of semi-self-similarity
  • Operator semi-self-similar process
  • Operator semistable distribution

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Statistics and Probability

Cite this

Operator semi-self-similar processes and their space-scaling matrices. / Saigo, Tatsuhiko; Tamura, Yozo.

In: Statistics and Probability Letters, Vol. 76, No. 7, 01.04.2006, p. 675-681.

Research output: Contribution to journal › Article

Saigo, T & Tamura, Y 2006, 'Operator semi-self-similar processes and their space-scaling matrices', Statistics and Probability Letters, vol. 76, no. 7, pp. 675-681. https://doi.org/10.1016/j.spl.2005.09.018
Saigo T, Tamura Y. Operator semi-self-similar processes and their space-scaling matrices. Statistics and Probability Letters. 2006 Apr 1;76(7):675-681. https://doi.org/10.1016/j.spl.2005.09.018
Saigo, Tatsuhiko ; Tamura, Yozo. / Operator semi-self-similar processes and their space-scaling matrices. In: Statistics and Probability Letters. 2006 ; Vol. 76, No. 7. pp. 675-681.
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