Sample Path Properties of Self-Similar Processes with Stationary Increments
Work
Year: 1985
Type: article
Abstract: A real-valued process $X = (X(t))_{t\in\mathbb{R}}$ is self-similar with exponent $H (H$-ss), if $X(a\cdot) =_d a^HX$ for all $a > 0$. Sample path properties of $H$-ss processes with stationary increm... more
Source: The Annals of Probability
Author Wim Vervaat
Cites: 25
Cited by: 92
Related to: 10
FWCI: 6.471
Citation percentile (by year/subfield): 96.41
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze