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

Tatsuhiko Saigo, Yozo Tamura

Research output: Contribution to journalArticle

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

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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