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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Rosinski, J. 
Titel:
Tempering stable processes 
Abstract:
A tempered stable Lévy process combines both the α–stable and Gaussian trends. In a short time frame it is close to an α–stable process while in a long time frame it approximates a Brownian motion. In this paper we consider a general and robust class of multivariate tempered stable distributions and establish their identifiable parametrization. We prove short and long time behavior of tempered stable Lévy processes and investigate their absolute continuity with respect to the underlying α–stab...    »
 
Stichworte:
tempered stable distributions and processes, stable processes, Lévy processes, Ornstein– Uhlenbeck–type processes, shot noise representations 
Zeitschriftentitel:
Stochastic Processes and Their Applications, 
Jahr:
2007 
Band / Volume:
117 
Heft / Issue:
Seitenangaben Beitrag:
677-707 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
Semester:
SS 07 
Format:
Text