| Université Paul Sabatier | Toulouse | |
| CNRS U.M.R. C5583 | ||
| Laboratoire de Statistique et Probabilités | ||
Albert Benassi, Serge Cohen and Jacques Istas
Code(s) de Classification MSC:
Résumé: In this article the class of Moving Average Fractional Lévy Motions is introduced. This class is built from the Fractional Brownian Motion. The asymptotic self-similary and the smoothness of the paths of these fields are studied, and they are compared to Real Harmonizable Fractional Lévy Motions.
Mots Clés: Identification, Local Asymptotic Self Similarity, Second order fields, Stable fields.
Date: 2001-12-20
Prépublication numéro:
LSP-2001-15