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• W2111379195 abstract "Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^{H}X(t)}_{t in R^m}. We establish a general harmonizable representation (Fourier domain stochastic integral) for OFBFs. Under additional assumptions, we also show how the harmonizable representation can be reexpressed as a moving average stochastic integral, thus answering an open problem described in Bierme et al.(2007), Operator scaling stable random fields, Stochastic Processes and their Applications 117, 312--332." @default.
• W2111379195 created "2016-06-24" @default.
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• W2111379195 date "2014-03-24" @default.
• W2111379195 modified "2023-10-16" @default.
• W2111379195 title "On integral representations of operator fractional Brownian fields" @default.
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• W2111379195 doi "https://doi.org/10.48550/arxiv.1403.6179" @default.
• W2111379195 hasPublicationYear "2014" @default.
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