Nonstationary self‐similar Gaussian processes as scaling limits of power‐law shot noise processes and generalizations of fractional Brownian motion

• 資料種別: 記事
• タイトル: Nonstationary self‐similar Gaussian processes as scaling limits of power‐law shot noise processes and generalizations of fractional Brownian motion
• 著者標目: Guodong Pang; Murad S. Taqqu
• 出版年月日等: 2019-03-13
• 出版年（W3CDTF）: 2019-03-13
• タイトル（掲載誌）: High Frequency
• 巻号年月日等（掲載誌）: 2 2
• 掲載巻: 2
• 掲載号: 2
• 掲載ページ: 95-112
• 掲載年月日（W3CDTF）: 2019-03-13
• ISSN（掲載誌）: 24706981
• 出版事項（掲載誌）: Wiley
• 対象利用者: 一般
• DOI: 10.1002/hf2.10028; https://doi.org/10.1002/hf2.10028
• 作成日（W3CDTF）: 2019-03-13
• 著作権情報: http://onlinelibrary.wiley.com/termsAndConditions#am; http://onlinelibrary.wiley.com/termsAndConditions#vor
• 関連情報（URI）: https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2Fhf2.10028; https://onlinelibrary.wiley.com/doi/pdf/10.1002/hf2.10028; https://onlinelibrary.wiley.com/doi/full-xml/10.1002/hf2.10028; https://onlinelibrary.wiley.com/doi/am-pdf/10.1002/hf2.10028
• 参照: Numerical aspects of shot noise representation of infinitely divisible laws and related processes; https://cir.nii.ac.jp/crid/1360294643842524800
• 連携機関・データベース: 国立情報学研究所 : CiNii Research; https://cir.nii.ac.jp/
• 提供元機関・データベース: Crossref; https://www.crossref.org

• 要約等: <jats:title>Abstract</jats:title><jats:p>We study shot noise processes with Poisson arrivals and nonstationary noises. The noises are conditionally in...