Operator-stable and operator-self-similar random fields

被引：7
|
作者：
Kremer, D. [1 ]
Scheffler, H. -P. [1 ]
机构：
[1] Univ Siegen, Dept Math, D-57068 Siegen, Germany
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2019年 / 129卷 / 10期
关键词：
Statistics;
D O I：
10.1016/j.spa.2018.11.013
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：
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields X = {X(t) : t is an element of R-d} with values in R-m are invariant in law under operator-scaling in both the time-domain and the state-space. The construction is based on operator-stable random measures utilizing certain homogeneous functions. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：4082 / 4107
页数：26
相关论文
共 50 条
12345