Article contents
Asymptotic dependence of moving average type self-similar stable random Fields*
Published online by Cambridge University Press: 22 January 2016
Extract
As non-Gaussian stable stochastic processes have infinite second moments, one cannot use the covariance function to describe their dependence structure.
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- Research Article
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1993
Footnotes
The first author is on leave from the Hugo Steinhaus Center, Poland. The second author was partially supported by the ONR Grant N00014-90-J-1287 at Boston University and by a grant of the United States-Israel Binational Science Foundation.
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