| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154486 | Statistics & Probability Letters | 2015 | 7 Pages |
Abstract
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the assumption of pure non-determinism. We apply the representation obtained to the equivalence in law for self-similar Gaussian processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Adil Yazigi,