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Reproducing kernel Hilbert space for some non-Gaussian processes

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1153)

Keywords

  • Functional law of the iterated logarithm
  • multiple Wiener - Itô integrals
  • self-similar processes
  • Hermite processes
  • fractional Brownian motion

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References

  1. R. Fox (1981). "Upper functional laws of the iterated logarithm for non-Gaussian self-similar processes." Technical Report No. 509, School of Operations Research and Industrial Engineering, Cornell University.

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  2. K. Itô (1951). "Multiple Wiener integral." J. Math. Soc. Japan 3, 157–169.

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  3. N.C. Jain and M.B. Marcus (1978). "Continuity of subgaussian processes." In: Advances in Probability and Related Topics 4, 84–197. New York: Dekker.

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  4. A. Mandelbaum and M.S. Taqqu (1984) "Invariance principles for symmetric statistics." Ann. Stat. 12, 483–496.

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  5. T. Mori and H. Oodaira (1984). "The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals." Preprint.

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  6. M.S. Taqqu (1977). "Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence." Z. Wahrscheinlichkeitstheorie und Verw. Geb. 40, 203–238.

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  7. M.S. Taqqu (1985). "Self-similar processes." To appear in: Encyclopedia of Statistical Sciences, New York: Wiley.

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  8. M.S. Taqqu and C. Czado (1985). "A survey of functional laws of the iterated logarithm for self-similar process." To appear in Stochastic Models.

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© 1985 Springer-Verlag

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Taqqu, M.S., Czado, C. (1985). Reproducing kernel Hilbert space for some non-Gaussian processes. In: Beck, A., Dudley, R., Hahn, M., Kuelbs, J., Marcus, M. (eds) Probability in Banach Spaces V. Lecture Notes in Mathematics, vol 1153. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074948

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  • DOI: https://doi.org/10.1007/BFb0074948

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15704-5

  • Online ISBN: 978-3-540-39645-1

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