| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153521 | Statistics & Probability Letters | 2011 | 6 Pages |
Abstract
We study the relationships between the selfdecomposability of marginal distributions or finite dimensional distributions of moving average fractional Lévy processes and distributions of their driving Lévy processes.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Serge Cohen, Makoto Maejima,