Cohen, Serge; Lacaux, Céline; Ledoux, Michel - In: Stochastic Processes and their Applications 118 (2008) 9, pp. 1489-1517
Besides fractional Brownian motion most non-Gaussian fractional fields are obtained by integration of deterministic kernels with respect to a random infinitely divisible measure. In this paper, generalized shot noise series are used to obtain approximations of most of these fractional fields,...