Operator self-similar processes and functional central limit theorems

Foundations of Modern Probability

Thomas Mikosch, Olav Kallenberg · Journal of the American Statistical Association · 1998 · 646 citations · Full text

Natural Sciences, Mathematics, Probability Theory +11

Semi-stable stochastic processes

John Lamperti · Transactions of the American Mathematical Society · 1962 · 514 citations

Engineering, Mathematics, Dynamical Systems +10

Integral representations and properties of operator fractional Brownian motions

Gustavo Didier, Vladas Pipiras · Bernoulli · 2011 · 86 citations · Full text

Engineering, Mathematics, Physics +16

Operator-self-similar processes in a finite-dimensional space

William N. Hudson, J. David Mason · Transactions of the American Mathematical Society · 1982 · 72 citations

Natural Sciences, Mathematics, Dynamical Systems +10

Operator-self-similar stable processes

Makoto Maejima, J. David Mason · Stochastic Processes and their Applications · 1994 · 66 citations