Showing 1 - 1 of 1
We introduce a broad class of self-similar processes {Z(t),t≥0} called generalized Hermite processes. They have stationary increments, are defined on a Wiener chaos with Hurst index H∈(1/2,1), and include Hermite processes as a special case. They are defined through a homogeneous kernel g,...
Persistent link: https://www.econbiz.de/10011065070