DOI:
10.1051/ps:2003008

Classification:
62M10, 60J60, 60G10, 93E12

Keywords: fractals, long range dependence, self-similarity, stationarity, higher order statistics, bispectrum, network traffic, superposition, diffusion processes, CIR process, DLG process, square root process

Keywords: fractals, long range dependence, self-similarity, stationarity, higher order statistics, bispectrum, network traffic, superposition, diffusion processes, CIR process, DLG process, square root process

@article{PS_2003__7__23_0, author = {Igl\'oi, End and Terdik, Gy\"orgy}, title = {Superposition of diffusions with linear generator and its multifractal limit process}, journal = {ESAIM: Probability and Statistics}, pages = {23--88}, publisher = {EDP-Sciences}, volume = {7}, year = {2003}, doi = {10.1051/ps:2003008}, mrnumber = {1956073}, zbl = {1017.60087}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2003008/} }

TY - JOUR AU - Iglói, End AU - Terdik, György TI - Superposition of diffusions with linear generator and its multifractal limit process JO - ESAIM: Probability and Statistics PY - 2003 SP - 23 EP - 88 VL - 7 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2003008/ DO - 10.1051/ps:2003008 LA - en ID - PS_2003__7__23_0 ER -

%0 Journal Article %A Iglói, End %A Terdik, György %T Superposition of diffusions with linear generator and its multifractal limit process %J ESAIM: Probability and Statistics %D 2003 %P 23-88 %V 7 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps:2003008/ %R 10.1051/ps:2003008 %G en %F PS_2003__7__23_0

Iglói, End; Terdik, György. Superposition of diffusions with linear generator and its multifractal limit process. ESAIM: Probability and Statistics, Volume 7 (2003), pp. 23-88. doi : 10.1051/ps:2003008. http://www.numdam.org/articles/10.1051/ps:2003008/

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