Ayache, Antoine; Hamonier, Julien - In: Statistics & Probability Letters 82 (2012) 8, pp. 1569-1575
Linear fractional stable motion, denoted by {XH,α(t)}t∈R, is one of the most classical stable processes; it depends on two parameters H∈(0,1) and α∈(0,2). The parameter H characterizes the self-similarity property of {XH,α(t)}t∈R while the parameter α governs the tail heaviness of...