Yazigi, Adil - In: Statistics & Probability Letters 99 (2015) C, pp. 94-100
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 …