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The asymptotic dependence structure of the linear fractional Lévy motion. (English) Zbl 0786.60052

Lith. Math. J. 31, No. 1, 1-19 (1991) and Lit. Mat. Sb. 31, No. 1, 3-28 (1991).
See the review in Zbl 0729.60031.

MSC:

60G18 Self-similar stochastic processes
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References:

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[4] Y. Kasahara, M. Maejima, and W. Vervaat, ?Log-fractional stable processes,? Stoch. Processes and Their Appl.,30, No. 2, 329-339 (1988). · Zbl 0713.60049 · doi:10.1016/0304-4149(88)90093-2
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[7] M. Maejima, ?A self-similar process with nowhere bounded sample paths,? Z. Wahr. Verw. Geb.,65, No. 1, 115-119 (1983). · Zbl 0506.60047 · doi:10.1007/BF00534998
[8] B. B. Mandelbrot and G. W. Van Ness, ?Fractional Brownian motions, fractional noises and applications,? SIAM Rev.,10, 422-437 (1968). · Zbl 0179.47801 · doi:10.1137/1010093
[9] G. Samorodnitsky and M. Taqqu, ?The various fractional Levy motions,? Probability, Statistics and Mathematics, Papers in Honor of Samuel Karlin, T. W. Anderson, K. B. Athreya, D. L. Inglehart, editors, Academic Press Boston (1989). · Zbl 0692.60041
[10] M. S. Taqqu, ?Self-similar processes and related ultraviolet and infrared catastrophes,? in: Random Fields: Rigorous Results in Statistical Mechanics and Quantum Field Theory. Colloquia Mathematics Societatis Janos Bolyal, Vol. 27, Book 2, North-Holland, Amsterdam (1981), pp. 1057-1096.
[11] M. Taqqu and R. Wolpert, ?Infinite variance self-similar processes subordinate to a Poisson measure,? Z. Wahr. Verw. Geb.,62, No. 1, 53-72 (1983). · Zbl 0488.60066 · doi:10.1007/BF00532163
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