On certain self-decomposable self-similar processes with independent increments

被引：5

作者：

Akita, K ^{[1
]}

Maejima, M ^{[1
]}

机构：

[1] Keio Univ, Dept Math, Kohoku Ku, Yokohama, Kanagawa 2238522, Japan

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 59卷 / 01期

关键词：

self-decomposable distribution; self-decomposable process; self-similar process; independent increments; Urbanik-Sato nested subclasses;

D O I：

10.1016/S0167-7152(02)00163-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Several examples of a subclass of self-decomposable distributions on the real line are given for constructing certain self-decomposable self-similar processes with independent increments. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：53 / 59

页数：7

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